+1,232.5%
UPRO vs IAG
+401.0%
+831.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.8% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | -5.0% | +11.4% | -16.5% | -6.9% |
| 3M | +7.5% | +33.0% | -25.5% | +2.0% |
| 6M | +33.2% | -6.0% | +39.2% | +33.2% |
| YTD | +27.7% | +24.6% | +3.2% | +21.0% |
| 1Y | +43.0% | +105.0% | -62.0% | +24.6% |
| 3Y | +224.4% | +837.9% | -613.5% | +116.4% |
| 5Y | +135.9% | +817.0% | -681.1% | +49.0% |
| 10Y | +1,232.5% | +425.3% | +807.2% | +744.5% |
| All | +1,232.5% | +401.0% | +831.5% | +744.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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