+1,232.5%
UPRO vs IRM
+418.7%
+813.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | -1.3% | +3.0% | -4.3% | -4.1% |
| 30D | -5.0% | -5.2% | +0.2% | -0.5% |
| 3M | +7.5% | -8.0% | +15.5% | +14.8% |
| 6M | +33.2% | +9.2% | +24.1% | +19.4% |
| YTD | +27.7% | +41.0% | -13.3% | -12.7% |
| 1Y | +43.0% | +23.3% | +19.8% | +10.3% |
| 3Y | +224.4% | +102.8% | +121.6% | +41.8% |
| 5Y | +135.9% | +192.8% | -56.9% | -27.7% |
| 10Y | +1,232.5% | +439.6% | +792.9% | +122.7% |
| All | +1,232.5% | +418.7% | +813.8% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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