+42.4%
IVZ vs UPRO
+1,130.0%
-1,087.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -2.8% |
| 7D | -2.8% | -3.8% | +1.0% | -1.0% |
| 30D | -2.2% | -8.9% | +6.7% | +2.4% |
| 3M | -8.1% | -7.4% | -0.7% | -4.7% |
| 6M | +3.8% | +1.6% | +2.2% | +2.2% |
| YTD | +11.5% | +23.2% | -11.7% | -0.8% |
| 1Y | +23.7% | +21.2% | +2.5% | +10.7% |
| 3Y | +145.8% | +230.8% | -85.0% | +25.8% |
| 5Y | +36.1% | +106.7% | -70.5% | -19.7% |
| 10Y | +42.4% | +1,125.0% | -1,082.6% | -73.7% |
| All | +42.4% | +1,130.0% | -1,087.6% | -73.7% |
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 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