+194.7%
IWD vs UPRO
+1,152.9%
-958.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -0.2% | +1.5% | -1.6% | -0.6% |
| 30D | -0.8% | -3.7% | +2.9% | +0.3% |
| 3M | +8.0% | +8.0% | +0.1% | +5.1% |
| 6M | +18.2% | +38.7% | -20.5% | +6.1% |
| YTD | +22.3% | +29.5% | -7.2% | +11.7% |
| 1Y | +28.9% | +46.1% | -17.2% | +13.0% |
| 3Y | +71.5% | +229.1% | -157.6% | +11.2% |
| 5Y | +73.6% | +136.0% | -62.4% | +15.2% |
| 10Y | +194.7% | +1,155.3% | -960.6% | -6.6% |
| All | +194.7% | +1,152.9% | -958.2% | -6.6% |
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