+35.4%
UPRO vs IRE
-84.4%
+119.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -2.4% |
| 7D | +0.1% | +54.8% | -54.7% | -3.8% |
| 30D | -0.9% | +18.4% | -19.3% | -3.4% |
| 3M | +1.9% | -66.7% | +68.7% | +6.8% |
| 6M | +33.1% | -52.3% | +85.4% | +29.8% |
| YTD | +31.8% | -52.3% | +84.1% | +24.3% |
| All | +35.4% | -84.4% | +119.8% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling