+1,186.4%
UPRO vs IFF
-20.3%
+1,206.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.9% |
| 7D | -2.5% | -3.2% | +0.6% | +0.3% |
| 30D | -4.2% | -0.3% | -3.9% | -4.1% |
| 3M | +8.1% | +8.4% | -0.4% | -1.3% |
| 6M | +35.2% | +23.0% | +12.2% | +6.9% |
| YTD | +28.4% | +25.5% | +3.0% | -2.5% |
| 1Y | +39.3% | +29.1% | +10.2% | +1.5% |
| 3Y | +219.9% | +31.7% | +188.2% | +115.9% |
| 5Y | +142.8% | -35.2% | +178.0% | +240.3% |
| All | +1,186.4% | -20.3% | +1,206.7% | +1,376.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling