+404.1%
IP vs UPRO
+13,875.9%
-13,471.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | -0.4% |
| 7D | +3.4% | -2.6% | +6.0% | +4.2% |
| 30D | +11.2% | -4.3% | +15.5% | +12.8% |
| 3M | -14.8% | -4.3% | -10.5% | -13.7% |
| 6M | +17.3% | +14.7% | +2.5% | +10.4% |
| YTD | -6.2% | +28.0% | -34.2% | -15.9% |
| 1Y | +2.3% | +29.8% | -27.5% | -9.0% |
| 3Y | +17.7% | +256.9% | -239.2% | -34.0% |
| 5Y | -8.4% | +110.6% | -119.0% | -43.4% |
| 10Y | +32.1% | +1,321.3% | -1,289.3% | -72.7% |
| All | +404.1% | +13,875.9% | -13,471.8% | -73.3% |
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 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