+37.3%
IVZ vs UPRO
+94.1%
-56.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +3.2% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | -2.0% | -11.4% | +9.4% | +4.0% |
| 3M | -7.8% | -10.9% | +3.1% | -2.6% |
| 6M | +6.3% | -0.5% | +6.9% | +6.0% |
| YTD | +12.6% | +19.9% | -7.3% | +1.9% |
| 1Y | +27.6% | +24.2% | +3.4% | +13.2% |
| 3Y | +154.0% | +236.9% | -82.9% | +31.8% |
| 5Y | +37.3% | +96.6% | -59.3% | -16.4% |
| All | +37.3% | +94.1% | -56.8% | -16.4% |
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