+462.5%
IYR vs UPRO
+14,289.1%
-13,826.6%
-42.3%
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% | -0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -2.9% | -0.9% | -2.0% | -2.7% |
| 3M | +0.8% | +1.9% | -1.1% | -0.6% |
| 6M | +1.9% | +33.1% | -31.3% | -7.9% |
| YTD | +9.6% | +31.8% | -22.2% | -0.9% |
| 1Y | +8.1% | +48.3% | -40.2% | -6.3% |
| 3Y | +29.2% | +221.5% | -192.3% | -16.9% |
| 5Y | +4.3% | +136.7% | -132.5% | -31.8% |
| 10Y | +64.7% | +1,179.2% | -1,114.5% | -49.0% |
| All | +462.5% | +14,289.1% | -13,826.6% | -49.9% |
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