+154.0%
IVZ vs UPRO
+226.4%
-72.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +3.1% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | -2.0% | -11.4% | +9.4% | +4.2% |
| 3M | -7.8% | -10.9% | +3.1% | -2.4% |
| 6M | +6.3% | -0.5% | +6.9% | +5.9% |
| YTD | +12.6% | +19.9% | -7.3% | +1.5% |
| 1Y | +27.6% | +24.2% | +3.4% | +12.9% |
| 3Y | +154.0% | +236.9% | -82.9% | +23.2% |
| All | +154.0% | +226.4% | -72.4% | +23.2% |
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