+1,167.3%
UPRO vs IBB
+129.6%
+1,037.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | +0.2% |
| 7D | +0.1% | +1.4% | -1.4% | -2.2% |
| 30D | -0.9% | +10.5% | -11.4% | -16.8% |
| 3M | +1.9% | +23.6% | -21.7% | -29.3% |
| 6M | +33.1% | +22.6% | +10.5% | -6.8% |
| YTD | +31.8% | +25.7% | +6.1% | -12.1% |
| 1Y | +48.3% | +51.4% | -3.1% | -27.9% |
| 3Y | +221.5% | +64.4% | +157.1% | +38.8% |
| 5Y | +136.7% | +22.1% | +114.6% | +81.2% |
| All | +1,167.3% | +129.6% | +1,037.7% | +376.1% |
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