+3.6%
IEF vs UPRO
+1,258.3%
-1,254.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.4% |
| 30D | -1.7% | -4.2% | +2.5% | -1.8% |
| 3M | -2.5% | +8.1% | -10.6% | -2.4% |
| 6M | -3.3% | +35.2% | -38.5% | -2.8% |
| YTD | -2.8% | +28.4% | -31.3% | -2.4% |
| 1Y | -2.7% | +39.3% | -42.0% | -2.1% |
| 3Y | +8.9% | +219.9% | -211.0% | +11.6% |
| 5Y | -9.4% | +142.8% | -152.2% | -7.4% |
| All | +3.6% | +1,258.3% | -1,254.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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