+13,114.2%
UPRO vs IFF
+296.5%
+12,817.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.8% |
| 7D | +1.5% | -0.2% | +1.6% | +1.7% |
| 30D | -3.7% | -0.3% | -3.4% | -3.6% |
| 3M | +8.0% | +18.6% | -10.6% | -12.5% |
| 6M | +38.7% | +17.4% | +21.3% | +8.7% |
| YTD | +29.5% | +28.5% | +1.1% | -10.4% |
| 1Y | +46.1% | +32.5% | +13.6% | -4.3% |
| 3Y | +229.1% | +34.1% | +195.0% | +96.5% |
| 5Y | +136.0% | -35.2% | +171.2% | +231.1% |
| 10Y | +1,155.3% | -21.1% | +1,176.4% | +1,181.6% |
| All | +13,114.2% | +296.5% | +12,817.7% | +685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling