+227.2%
IONQ vs UPRO
+269.3%
-42.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.4% | +2.1% |
| 7D | +25.5% | -0.9% | +26.3% | +26.1% |
| 30D | -11.4% | -11.4% | 0.0% | -1.0% |
| 3M | -20.5% | -10.9% | -9.6% | -11.5% |
| 6M | -28.2% | -0.5% | -27.7% | -26.3% |
| YTD | -21.2% | +19.9% | -41.1% | -30.8% |
| 1Y | -40.4% | +24.2% | -64.6% | -49.0% |
| 3Y | +214.7% | +236.9% | -22.3% | +19.8% |
| 5Y | +56.9% | +96.6% | -39.7% | -12.6% |
| All | +227.2% | +269.3% | -42.1% | +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