+392.8%
IWF vs UPRO
+1,102.3%
-709.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | +5.3% | +9.7% | -4.4% | +1.6% |
| 30D | -8.6% | -9.8% | +1.2% | -5.3% |
| 3M | -6.5% | -9.1% | +2.6% | -3.5% |
| 6M | -5.6% | +0.9% | -6.5% | -6.7% |
| YTD | -1.5% | +21.9% | -23.4% | -9.8% |
| 1Y | -2.8% | +19.8% | -22.6% | -10.6% |
| 3Y | +67.1% | +227.4% | -160.2% | +1.5% |
| 5Y | +57.6% | +100.1% | -42.5% | +6.4% |
| All | +392.8% | +1,102.3% | -709.5% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling