+229.1%
UPRO vs IRM
+101.2%
+127.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | +1.5% | +1.6% | -0.2% | +0.2% |
| 30D | -3.7% | -4.2% | +0.5% | -1.0% |
| 3M | +8.0% | -5.4% | +13.3% | +11.2% |
| 6M | +38.7% | +12.0% | +26.6% | +24.8% |
| YTD | +29.5% | +42.0% | -12.5% | -4.7% |
| 1Y | +46.1% | +29.9% | +16.2% | +14.1% |
| 3Y | +229.1% | +104.4% | +124.7% | +49.5% |
| All | +229.1% | +101.2% | +127.8% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling