+212.3%
UPRO vs IFF
+29.7%
+182.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -6.0% | -2.8% | -3.2% | -4.6% |
| 30D | -5.8% | -1.1% | -4.7% | -5.3% |
| 3M | +10.8% | +13.8% | -3.0% | +2.6% |
| 6M | +31.6% | +16.7% | +14.9% | +18.5% |
| YTD | +25.4% | +26.1% | -0.7% | +6.0% |
| 1Y | +39.2% | +33.5% | +5.7% | +12.4% |
| All | +212.3% | +29.7% | +182.6% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling