+136.0%
UPRO vs IBN
+56.7%
+79.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | +0.8% |
| 7D | +1.5% | -2.2% | +3.6% | +3.7% |
| 30D | -3.7% | -2.3% | -1.4% | -1.7% |
| 3M | +8.0% | +15.9% | -7.9% | -7.6% |
| 6M | +38.7% | +5.6% | +33.1% | +30.5% |
| YTD | +29.5% | -0.1% | +29.6% | +28.4% |
| 1Y | +46.1% | -6.5% | +52.6% | +53.3% |
| 3Y | +229.1% | +29.3% | +199.8% | +126.9% |
| 5Y | +136.0% | +56.6% | +79.4% | +28.9% |
| All | +136.0% | +56.7% | +79.3% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling