+29.8%
UPRO vs IFF
+44.8%
-15.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +5.9% |
| 7D | -2.6% | -3.3% | +0.7% | -2.1% |
| 30D | -4.3% | +5.3% | -9.6% | -6.2% |
| 3M | -4.3% | +8.9% | -13.2% | -7.2% |
| 6M | +14.7% | +26.3% | -11.6% | +5.9% |
| YTD | +28.0% | +32.2% | -4.2% | +15.3% |
| 1Y | +29.8% | +45.8% | -15.9% | +14.3% |
| All | +29.8% | +44.8% | -15.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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