+692.6%
IWD vs UPRO
+14,289.1%
-13,596.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +0.6% | -0.9% | +1.5% | +0.8% |
| 3M | +7.2% | +1.9% | +5.3% | +5.9% |
| 6M | +16.2% | +33.1% | -16.9% | +4.9% |
| YTD | +23.3% | +31.8% | -8.5% | +11.4% |
| 1Y | +29.6% | +48.3% | -18.7% | +12.2% |
| 3Y | +70.5% | +221.5% | -151.0% | +8.7% |
| 5Y | +73.5% | +136.7% | -63.3% | +12.1% |
| 10Y | +198.3% | +1,179.2% | -980.9% | -10.7% |
| All | +692.6% | +14,289.1% | -13,596.5% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling