-2.4%
IEF vs UPRO
+38.4%
-40.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -1.2% | -6.0% | +4.8% | -1.0% |
| 30D | -1.5% | -5.8% | +4.3% | -1.3% |
| 3M | -1.7% | +10.8% | -12.5% | -2.0% |
| 6M | -3.5% | +31.6% | -35.1% | -4.2% |
| YTD | -2.6% | +25.4% | -28.0% | -3.4% |
| 1Y | -2.4% | +39.2% | -41.6% | -3.2% |
| All | -2.4% | +38.4% | -40.8% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling