+1,240.7%
IWF vs UPRO
+12,842.4%
-11,601.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.5% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | -10.9% | -12.4% | +1.6% | -6.7% |
| 3M | -8.1% | -11.9% | +3.8% | -4.2% |
| 6M | -7.5% | -1.7% | -5.9% | -7.6% |
| YTD | -3.4% | +18.5% | -21.9% | -10.2% |
| 1Y | -5.0% | +17.5% | -22.5% | -11.6% |
| 3Y | +64.0% | +218.4% | -154.3% | +3.1% |
| 5Y | +56.8% | +99.1% | -42.4% | +8.5% |
| 10Y | +381.2% | +1,071.1% | -689.9% | +54.3% |
| All | +1,240.7% | +12,842.4% | -11,601.7% | +75.3% |
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