+128.7%
IVZ vs UPRO
+208.2%
-79.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -13.2% | +5.2% | -1.1% |
| 7D | -6.7% | -14.4% | +7.7% | +1.0% |
| 30D | -10.9% | -18.2% | +7.4% | -1.2% |
| 3M | -14.8% | -16.4% | +1.6% | -6.8% |
| 6M | +2.4% | -2.6% | +5.0% | +3.2% |
| YTD | +5.4% | +11.1% | -5.7% | -1.1% |
| 1Y | +19.6% | +11.8% | +7.8% | +11.5% |
| All | +128.7% | +208.2% | -79.5% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling