+136.0%
UPRO vs IAG
+766.8%
-630.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +1.5% | +4.3% | -2.8% | +0.5% |
| 30D | -3.7% | +9.8% | -13.5% | -5.9% |
| 3M | +8.0% | +28.9% | -20.9% | +1.3% |
| 6M | +38.7% | -7.6% | +46.2% | +38.9% |
| YTD | +29.5% | +22.0% | +7.6% | +20.9% |
| 1Y | +46.1% | +99.5% | -53.4% | +21.7% |
| 3Y | +229.1% | +818.3% | -589.2% | +86.3% |
| 5Y | +136.0% | +785.9% | -649.9% | +18.5% |
| All | +136.0% | +766.8% | -630.8% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling