+1,095.1%
UPRO vs IONS
-32.1%
+1,127.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -3.9% |
| 7D | +7.4% | -26.3% | +33.7% | +19.2% |
| 30D | -7.9% | -31.9% | +24.1% | +5.9% |
| 3M | -12.0% | -48.0% | +36.0% | +12.7% |
| 6M | -2.0% | -62.6% | +60.6% | +40.4% |
| YTD | +20.4% | -63.3% | +83.7% | +73.3% |
| 1Y | +24.5% | -58.4% | +82.9% | +69.0% |
| 3Y | +224.4% | -38.2% | +262.6% | +232.3% |
| 5Y | +97.6% | -11.1% | +108.7% | +60.1% |
| All | +1,095.1% | -32.1% | +1,127.2% | +1,093.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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