-14.8%
IREN vs UPRO
+100.0%
-114.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.9% | +1.7% | +2.2% |
| 7D | -4.0% | -3.8% | -0.2% | -0.3% |
| 30D | -40.1% | -8.9% | -31.3% | -34.4% |
| 3M | -47.6% | -7.4% | -40.1% | -43.3% |
| 6M | -62.2% | +1.6% | -63.8% | -61.5% |
| YTD | -44.8% | +23.2% | -68.0% | -51.5% |
| 1Y | -63.7% | +21.2% | -84.9% | -67.4% |
| 3Y | +604.1% | +230.8% | +373.2% | +198.6% |
| All | -14.8% | +100.0% | -114.8% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling