+210.5%
UPRO vs IOVA
+85.3%
+125.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | +0.4% |
| 7D | -8.7% | -5.2% | -3.5% | -8.1% |
| 30D | -16.9% | -37.8% | +20.9% | -13.3% |
| 3M | -15.3% | +29.5% | -44.7% | -19.8% |
| 6M | -5.7% | +96.6% | -102.3% | -17.3% |
| YTD | +12.1% | +194.5% | -182.4% | -8.7% |
| 1Y | +16.4% | +248.1% | -231.6% | -7.8% |
| 3Y | +210.5% | +86.1% | +124.4% | +138.0% |
| All | +210.5% | +85.3% | +125.3% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling