+18.8%
UPRO vs IOVA
+237.6%
-218.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.3% | +6.8% |
| 7D | -0.9% | +1.9% | -2.8% | -0.9% |
| 30D | -11.4% | -44.1% | +32.7% | -8.6% |
| 3M | -10.9% | +28.9% | -39.8% | -13.6% |
| 6M | -0.5% | +125.7% | -126.2% | -9.6% |
| YTD | +19.9% | +199.3% | -179.4% | +4.4% |
| All | +18.8% | +237.6% | -218.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling