+171.7%
IWM vs UPRO
+1,162.5%
-990.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.7% |
| 30D | -3.1% | -5.0% | +1.9% | -1.3% |
| 3M | +2.2% | +7.5% | -5.3% | -1.0% |
| 6M | +15.1% | +33.2% | -18.2% | +2.5% |
| YTD | +18.6% | +27.7% | -9.2% | +7.0% |
| 1Y | +24.0% | +43.0% | -19.1% | +7.0% |
| 3Y | +63.7% | +224.4% | -160.7% | -0.3% |
| 5Y | +38.2% | +135.9% | -97.7% | -12.6% |
| 10Y | +171.7% | +1,232.5% | -1,060.8% | -28.8% |
| All | +171.7% | +1,162.5% | -990.8% | -28.8% |
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