+265.9%
IONQ vs UPRO
+306.1%
-40.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.4% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | -1.0% | -0.9% | -0.1% | +0.2% |
| 3M | -39.8% | +1.9% | -41.7% | -40.0% |
| 6M | +6.4% | +33.1% | -26.7% | -14.9% |
| YTD | -11.9% | +31.8% | -43.7% | -29.0% |
| 1Y | -6.2% | +48.3% | -54.4% | -31.2% |
| 3Y | +125.7% | +221.5% | -95.8% | -11.5% |
| 5Y | +296.0% | +136.7% | +159.2% | +93.9% |
| All | +265.9% | +306.1% | -40.1% | +38.8% |
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