-7.8%
IEF vs UPRO
+95.9%
-103.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.0% | +7.4% | -9.4% | -2.1% |
| 30D | +0.7% | -7.9% | +8.6% | +0.8% |
| 3M | -2.5% | -12.0% | +9.5% | -2.3% |
| 6M | -2.6% | -2.0% | -0.6% | -2.6% |
| YTD | -3.2% | +20.4% | -23.6% | -3.5% |
| 1Y | -3.0% | +24.5% | -27.5% | -3.4% |
| 3Y | +10.5% | +224.4% | -213.8% | +8.1% |
| All | -7.8% | +95.9% | -103.7% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling