+191.0%
IONQ vs UPRO
+210.8%
-19.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.8% | +22.6% | +22.6% |
| 7D | +8.6% | -8.7% | +17.3% | +18.5% |
| 30D | -21.1% | -16.9% | -4.2% | -4.7% |
| 3M | -17.9% | -15.3% | -2.6% | -2.6% |
| 6M | -37.9% | -5.7% | -32.2% | -32.8% |
| YTD | -27.3% | +12.1% | -39.4% | -33.2% |
| 1Y | -43.2% | +16.4% | -59.6% | -49.5% |
| 3Y | +191.0% | +210.5% | -19.5% | +13.0% |
| All | +191.0% | +210.8% | -19.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling