+85.6%
IREN vs UPRO
+107.4%
-21.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.1% |
| 7D | +14.6% | -1.3% | +15.9% | +15.8% |
| 30D | +17.1% | -5.0% | +22.1% | +22.6% |
| 3M | -16.0% | +7.5% | -23.5% | -20.0% |
| 6M | +16.8% | +33.2% | -16.4% | -5.6% |
| YTD | +20.1% | +27.7% | -7.6% | +1.4% |
| 1Y | +50.3% | +43.0% | +7.2% | +16.6% |
| 3Y | +871.5% | +224.4% | +647.1% | +315.1% |
| All | +85.6% | +107.4% | -21.9% | -11.6% |
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