+222.7%
UPRO vs IBN
+28.0%
+194.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | 0.0% |
| 7D | +1.5% | -2.2% | +3.6% | +3.0% |
| 30D | -3.7% | -2.3% | -1.4% | -2.3% |
| 3M | +8.0% | +15.9% | -7.9% | -2.6% |
| 6M | +38.7% | +5.6% | +33.1% | +33.0% |
| YTD | +29.5% | -0.1% | +29.6% | +28.5% |
| 1Y | +46.1% | -6.5% | +52.6% | +50.0% |
| All | +222.7% | +28.0% | +194.6% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling