+471.3%
IYR vs UPRO
+12,842.3%
-12,371.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +2.1% | -2.9% | +5.0% | +2.6% |
| 30D | +7.2% | -12.4% | +19.6% | +10.8% |
| 3M | +0.4% | -11.9% | +12.2% | +3.5% |
| 6M | +1.4% | -1.7% | +3.1% | +0.3% |
| YTD | +11.3% | +18.5% | -7.2% | +3.2% |
| 1Y | +10.5% | +17.5% | -7.0% | +2.5% |
| 3Y | +41.7% | +218.4% | -176.7% | -9.1% |
| 5Y | +7.1% | +99.1% | -92.0% | -26.4% |
| 10Y | +89.1% | +1,071.1% | -982.0% | -40.2% |
| All | +471.3% | +12,842.3% | -12,371.0% | -47.9% |
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