+18.0%
IEFA vs UPRO
+41.4%
-23.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.2% |
| 7D | -1.6% | -2.5% | +1.0% | -0.8% |
| 30D | -1.5% | -4.2% | +2.7% | -0.2% |
| 3M | +3.4% | +8.1% | -4.6% | +0.4% |
| 6M | +9.5% | +35.2% | -25.8% | -2.1% |
| YTD | +13.0% | +28.4% | -15.4% | +2.3% |
| 1Y | +18.0% | +39.3% | -21.3% | +3.7% |
| All | +18.0% | +41.4% | -23.4% | +3.7% |
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