+25.2%
UPRO vs IRE
-97.8%
+123.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.5% | +12.5% | +0.2% |
| 7D | +9.7% | +11.1% | -1.4% | +7.7% |
| 30D | -9.8% | -75.2% | +65.4% | -0.9% |
| 3M | -9.1% | -86.4% | +77.3% | +3.6% |
| 6M | +0.9% | -94.8% | +95.7% | +18.8% |
| YTD | +21.9% | -93.3% | +115.2% | +31.7% |
| 1Y | +19.8% | -97.5% | +117.3% | +35.4% |
| All | +25.2% | -97.8% | +123.0% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling