+167.4%
IONQ vs UPRO
+270.9%
-103.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.3% |
| 7D | -11.5% | +7.4% | -18.9% | -16.9% |
| 30D | -8.1% | -7.9% | -0.2% | -1.1% |
| 3M | -35.8% | -12.0% | -23.8% | -27.8% |
| 6M | -47.7% | -2.0% | -45.8% | -45.7% |
| YTD | -35.6% | +20.4% | -56.0% | -43.7% |
| 1Y | -36.4% | +24.5% | -60.9% | -45.7% |
| 3Y | +150.0% | +224.4% | -74.3% | -1.6% |
| 5Y | +43.3% | +97.6% | -54.3% | -20.8% |
| All | +167.4% | +270.9% | -103.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling