+1,091.6%
UPRO vs IBB
+139.6%
+952.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +2.5% |
| 7D | -0.9% | +2.7% | -3.6% | -4.3% |
| 30D | -11.4% | +6.3% | -17.8% | -19.6% |
| 3M | -10.9% | +11.1% | -22.0% | -26.2% |
| 6M | -0.5% | +29.2% | -29.8% | -36.9% |
| YTD | +19.9% | +30.2% | -10.3% | -25.4% |
| 1Y | +24.2% | +39.5% | -15.3% | -31.5% |
| 3Y | +236.9% | +92.3% | +144.6% | +8.0% |
| 5Y | +96.6% | +43.0% | +53.6% | +14.7% |
| 10Y | +1,091.6% | +137.1% | +954.5% | +292.4% |
| All | +1,091.6% | +139.6% | +952.0% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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