-8.8%
IEF vs UPRO
+133.2%
-142.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.6% | -5.0% | +4.5% | -0.5% |
| 3M | -1.0% | +7.5% | -8.5% | -1.1% |
| 6M | -3.1% | +33.2% | -36.3% | -3.4% |
| YTD | -1.9% | +27.7% | -29.6% | -2.2% |
| 1Y | -1.4% | +43.0% | -44.4% | -1.9% |
| 3Y | +9.8% | +224.4% | -214.7% | +7.5% |
| 5Y | -8.8% | +135.9% | -144.7% | -12.0% |
| All | -8.8% | +133.2% | -142.0% | -12.0% |
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