+202.0%
IONQ vs UPRO
+245.3%
-43.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.8% | +22.6% | +22.7% |
| 7D | +8.6% | -8.7% | +17.3% | +17.4% |
| 30D | -21.1% | -16.9% | -4.2% | -6.7% |
| 3M | -17.9% | -15.3% | -2.6% | -4.4% |
| 6M | -37.9% | -5.7% | -32.2% | -33.2% |
| YTD | -27.3% | +12.1% | -39.4% | -32.2% |
| 1Y | -43.2% | +16.4% | -59.6% | -48.6% |
| 3Y | +191.0% | +210.5% | -19.5% | +18.9% |
| 5Y | +69.3% | +82.4% | -13.1% | +0.4% |
| All | +202.0% | +245.3% | -43.3% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling