+224.0%
IONQ vs UPRO
+265.2%
-41.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | 0.0% |
| 7D | +16.7% | -2.9% | +19.5% | +19.4% |
| 30D | -12.3% | -12.4% | +0.1% | -1.0% |
| 3M | -17.7% | -11.9% | -5.9% | -7.6% |
| 6M | -28.9% | -1.7% | -27.3% | -26.3% |
| YTD | -22.0% | +18.5% | -40.6% | -30.8% |
| 1Y | -36.8% | +17.5% | -54.3% | -43.1% |
| 3Y | +228.2% | +218.4% | +9.9% | +31.4% |
| 5Y | +91.9% | +99.1% | -7.2% | +6.5% |
| All | +224.0% | +265.2% | -41.2% | +35.2% |
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