+11,332.2%
UPRO vs IRM
+960.6%
+10,371.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | -0.1% |
| 7D | -8.7% | -8.6% | -0.1% | -0.3% |
| 30D | -16.9% | -8.0% | -8.9% | -9.9% |
| 3M | -15.3% | -12.0% | -3.3% | -4.9% |
| 6M | -5.7% | -18.2% | +12.4% | +12.2% |
| YTD | +12.1% | +31.4% | -19.3% | -16.7% |
| 1Y | +16.4% | +9.2% | +7.3% | +2.5% |
| 3Y | +210.5% | +94.6% | +116.0% | +50.0% |
| 5Y | +82.4% | +170.2% | -87.8% | -33.5% |
| 10Y | +1,144.5% | +464.3% | +680.2% | +131.4% |
| All | +11,332.2% | +960.6% | +10,371.6% | +870.3% |
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