+21.0%
UPRO vs IOVA
+206.4%
-185.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | -3.8% | -7.0% | +3.2% | -3.2% |
| 30D | -8.9% | -44.4% | +35.6% | -5.9% |
| 3M | -7.4% | +24.7% | -32.1% | -10.0% |
| 6M | +1.6% | +118.6% | -117.1% | -7.5% |
| YTD | +23.2% | +196.3% | -173.2% | +7.1% |
| All | +21.0% | +206.4% | -185.4% | +5.5% |
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