+1,091.6%
UPRO vs IOVA
+28.7%
+1,062.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.3% | +6.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.2% |
| 30D | -11.4% | -44.1% | +32.7% | -2.9% |
| 3M | -10.9% | +28.9% | -39.8% | -18.7% |
| 6M | -0.5% | +125.7% | -126.2% | -22.0% |
| YTD | +19.9% | +199.3% | -179.4% | -14.3% |
| 1Y | +24.2% | +255.2% | -231.0% | -15.1% |
| 3Y | +236.9% | +106.8% | +130.1% | +106.3% |
| 5Y | +96.6% | -67.1% | +163.6% | +62.4% |
| 10Y | +1,091.6% | +16.7% | +1,074.9% | +657.6% |
| All | +1,091.6% | +28.7% | +1,062.9% | +657.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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