+12,463.5%
UPRO vs IAG
+92.4%
+12,371.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.3% |
| 7D | -3.8% | +3.4% | -7.2% | -4.4% |
| 30D | -8.9% | -2.7% | -6.2% | -8.6% |
| 3M | -7.4% | -0.5% | -6.9% | -7.7% |
| 6M | +1.6% | -4.8% | +6.4% | +1.6% |
| YTD | +23.2% | +9.6% | +13.6% | +19.2% |
| 1Y | +21.2% | +32.2% | -10.9% | +13.9% |
| 3Y | +230.8% | +692.5% | -461.7% | +128.5% |
| 5Y | +106.7% | +447.6% | -340.9% | +42.9% |
| 10Y | +1,125.0% | +403.3% | +721.7% | +684.3% |
| All | +12,463.5% | +92.4% | +12,371.1% | +8,853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling