+56.5%
IOT vs UPRO
+116.9%
-60.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -2.9% |
| 7D | +5.1% | -1.3% | +6.4% | +5.9% |
| 30D | -3.0% | -5.0% | +2.0% | -0.1% |
| 3M | +15.0% | +7.5% | +7.5% | +8.8% |
| 6M | +13.1% | +33.2% | -20.1% | -7.6% |
| YTD | +9.0% | +27.7% | -18.7% | -9.1% |
| 1Y | +0.1% | +43.0% | -42.9% | -22.3% |
| 3Y | +26.4% | +224.4% | -198.0% | -46.7% |
| All | +56.5% | +116.9% | -60.4% | +1.8% |
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