+26.8%
IP vs UPRO
+1,163.1%
-1,136.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +0.6% |
| 7D | -3.0% | -0.9% | -2.1% | -3.1% |
| 30D | +10.6% | -11.4% | +22.1% | +14.6% |
| 3M | -13.6% | -10.9% | -2.7% | -10.7% |
| 6M | +10.4% | -0.5% | +11.0% | +9.6% |
| YTD | -6.5% | +19.9% | -26.4% | -13.3% |
| 1Y | -2.1% | +24.2% | -26.3% | -10.5% |
| 3Y | +22.0% | +236.9% | -215.0% | -24.8% |
| 5Y | -9.7% | +96.6% | -106.3% | -38.9% |
| 10Y | +26.8% | +1,091.6% | -1,064.8% | -66.3% |
| All | +26.8% | +1,163.1% | -1,136.3% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling