+109.3%
IONQ vs UPRO
+230.2%
-120.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +4.1% |
| 7D | +7.1% | +1.5% | +5.7% | +5.4% |
| 30D | -8.9% | -3.7% | -5.2% | -5.1% |
| 3M | -35.6% | +8.0% | -43.5% | -40.0% |
| 6M | +13.3% | +38.7% | -25.4% | -15.7% |
| YTD | -9.8% | +29.5% | -39.4% | -28.4% |
| 1Y | -1.3% | +46.1% | -47.4% | -30.0% |
| 3Y | +109.3% | +229.1% | -119.8% | -26.5% |
| All | +109.3% | +230.2% | -120.9% | -26.5% |
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