+13,342.5%
UPRO vs IAG
+118.1%
+13,224.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -0.9% | +28.9% | -29.8% | -5.1% |
| 3M | +1.9% | +19.1% | -17.2% | -1.3% |
| 6M | +33.1% | -10.3% | +43.4% | +34.2% |
| YTD | +31.8% | +24.2% | +7.6% | +25.2% |
| 1Y | +48.3% | +116.5% | -68.2% | +28.6% |
| 3Y | +221.5% | +742.8% | -521.3% | +119.3% |
| 5Y | +136.7% | +753.3% | -616.6% | +53.7% |
| 10Y | +1,179.2% | +403.2% | +776.0% | +712.9% |
| All | +13,342.5% | +118.1% | +13,224.5% | +9,308.9% |
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