+52.8%
IONQ vs UPRO
+81.0%
-28.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.8% | +22.6% | +22.6% |
| 7D | +8.6% | -8.7% | +17.3% | +17.8% |
| 30D | -21.1% | -16.9% | -4.2% | -6.1% |
| 3M | -17.9% | -15.3% | -2.6% | -3.8% |
| 6M | -37.9% | -5.7% | -32.2% | -33.1% |
| YTD | -27.3% | +12.1% | -39.4% | -32.6% |
| 1Y | -43.2% | +16.4% | -59.6% | -49.0% |
| 3Y | +191.0% | +210.5% | -19.5% | +11.4% |
| All | +52.8% | +81.0% | -28.2% | +1.9% |
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