+987.5%
UPRO vs INVH
+75.4%
+912.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.5% | -3.0% | +0.5% | +1.1% |
| 30D | -4.2% | -7.5% | +3.3% | +5.0% |
| 3M | +8.1% | -5.5% | +13.6% | +14.1% |
| 6M | +35.2% | +11.7% | +23.5% | +14.5% |
| YTD | +28.4% | +1.3% | +27.1% | +20.8% |
| 1Y | +39.3% | -6.1% | +45.3% | +42.7% |
| 3Y | +219.9% | -9.8% | +229.7% | +237.1% |
| 5Y | +142.8% | -19.7% | +162.5% | +213.2% |
| All | +987.5% | +75.4% | +912.1% | +613.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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