+215.7%
IEFA vs UPRO
+4,309.8%
-4,094.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +1.2% | +1.5% | -0.3% | +0.7% |
| 30D | -0.6% | -3.7% | +3.1% | +0.4% |
| 3M | +6.2% | +8.0% | -1.8% | +3.6% |
| 6M | +11.2% | +38.7% | -27.5% | +0.8% |
| YTD | +14.2% | +29.5% | -15.4% | +5.3% |
| 1Y | +20.0% | +46.1% | -26.1% | +6.6% |
| 3Y | +68.8% | +229.1% | -160.3% | +13.6% |
| 5Y | +52.7% | +136.0% | -83.3% | +5.0% |
| 10Y | +144.2% | +1,155.3% | -1,011.0% | -15.6% |
| All | +215.7% | +4,309.8% | -4,094.1% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling