+65.1%
IVZ vs UPRO
+137.3%
-72.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +4.0% | -0.9% | +4.9% | +4.4% |
| 3M | +18.2% | +1.9% | +16.2% | +16.6% |
| 6M | +32.8% | +33.1% | -0.3% | +14.2% |
| YTD | +28.7% | +31.8% | -3.0% | +11.3% |
| 1Y | +55.4% | +48.3% | +7.1% | +26.2% |
| 3Y | +135.2% | +221.5% | -86.3% | +24.1% |
| All | +65.1% | +137.3% | -72.2% | -8.2% |
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 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