+26.5%
UPRO vs IRE
-97.5%
+124.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.1% | -8.2% | +2.8% |
| 7D | -3.8% | -15.1% | +11.4% | -3.3% |
| 30D | -8.9% | -71.4% | +62.5% | -1.1% |
| 3M | -7.4% | -81.2% | +73.7% | +2.5% |
| 6M | +1.6% | -93.7% | +95.3% | +17.7% |
| YTD | +23.2% | -92.2% | +115.4% | +31.4% |
| 1Y | +21.2% | -97.3% | +118.5% | +36.0% |
| All | +26.5% | -97.5% | +124.0% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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