+1,155.8%
UPRO vs ITUB
+219.0%
+936.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -3.6% |
| 7D | -6.0% | +1.0% | -7.0% | -6.7% |
| 30D | -5.8% | +10.7% | -16.5% | -12.0% |
| 3M | +10.8% | +10.1% | +0.7% | +3.4% |
| 6M | +31.6% | -0.1% | +31.7% | +30.7% |
| YTD | +25.4% | +18.4% | +7.0% | +11.1% |
| 1Y | +39.2% | +31.3% | +8.0% | +15.0% |
| 3Y | +218.5% | +124.6% | +93.9% | +82.6% |
| 5Y | +137.1% | +192.0% | -54.9% | +7.1% |
| All | +1,155.8% | +219.0% | +936.9% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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