+96.6%
UPRO vs IBN
+70.2%
+26.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +5.3% |
| 7D | -0.9% | +14.6% | -15.5% | -14.1% |
| 30D | -11.4% | +23.5% | -35.0% | -29.3% |
| 3M | -10.9% | +14.0% | -24.9% | -23.0% |
| 6M | -0.5% | +31.1% | -31.7% | -26.2% |
| YTD | +19.9% | +16.6% | +3.3% | +0.5% |
| 1Y | +24.2% | +14.9% | +9.3% | +5.5% |
| 3Y | +236.9% | +56.9% | +180.1% | +79.7% |
| 5Y | +96.6% | +69.7% | +26.9% | -6.1% |
| All | +96.6% | +70.2% | +26.3% | -6.1% |
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