+76.9%
IONQ vs UPRO
+104.9%
-28.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -6.3% |
| 7D | +15.3% | -3.8% | +19.1% | +19.1% |
| 30D | -6.1% | -8.9% | +2.8% | +2.3% |
| 3M | -21.6% | -7.4% | -14.2% | -15.7% |
| 6M | -40.1% | +1.6% | -41.7% | -40.0% |
| YTD | -24.1% | +23.2% | -47.3% | -35.7% |
| 1Y | -37.4% | +21.2% | -58.7% | -45.8% |
| 3Y | +219.5% | +230.8% | -11.3% | +16.0% |
| 5Y | +76.9% | +106.7% | -29.7% | +0.9% |
| All | +76.9% | +104.9% | -28.0% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling