+11,991.0%
UPRO vs IRM
+1,003.0%
+10,987.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | -5.1% | +2.2% | +2.4% |
| 30D | -12.4% | -3.3% | -9.2% | -9.3% |
| 3M | -11.9% | -8.2% | -3.7% | -4.8% |
| 6M | -1.7% | -12.8% | +11.1% | +10.4% |
| YTD | +18.5% | +36.6% | -18.1% | -15.0% |
| 1Y | +17.5% | +11.9% | +5.6% | +1.5% |
| 3Y | +218.4% | +105.1% | +113.2% | +46.5% |
| 5Y | +99.1% | +182.4% | -83.3% | -30.2% |
| 10Y | +1,071.1% | +505.1% | +565.9% | +104.9% |
| All | +11,991.0% | +1,003.0% | +10,987.9% | +890.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling