+601.1%
IWM vs UPRO
+13,348.2%
-12,747.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -0.6% |
| 7D | -0.3% | -3.8% | +3.4% | +0.8% |
| 30D | +1.9% | -8.9% | +10.7% | +5.0% |
| 3M | -5.7% | -7.4% | +1.7% | -3.5% |
| 6M | -0.3% | +1.6% | -1.8% | -2.1% |
| YTD | +15.8% | +23.2% | -7.4% | +4.9% |
| 1Y | +17.1% | +21.2% | -4.2% | +6.6% |
| 3Y | +73.1% | +230.8% | -157.7% | +1.9% |
| 5Y | +25.9% | +106.7% | -80.8% | -18.5% |
| 10Y | +151.9% | +1,125.0% | -973.1% | -34.7% |
| All | +601.1% | +13,348.2% | -12,747.1% | -44.6% |
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 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