+1,071.1%
UPRO vs IAG
+336.8%
+734.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.5% | 0.0% |
| 7D | -2.9% | +16.8% | -19.7% | -5.5% |
| 30D | -12.4% | -1.5% | -10.9% | -12.3% |
| 3M | -11.9% | +0.5% | -12.3% | -12.3% |
| 6M | -1.7% | -1.0% | -0.7% | -2.3% |
| YTD | +18.5% | +12.3% | +6.2% | +14.0% |
| 1Y | +17.5% | +39.2% | -21.8% | +9.1% |
| 3Y | +218.4% | +712.3% | -493.9% | +116.6% |
| 5Y | +99.1% | +484.2% | -385.1% | +31.8% |
| 10Y | +1,071.1% | +382.3% | +688.8% | +669.2% |
| All | +1,071.1% | +336.8% | +734.3% | +669.2% |
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