When entering a Nether Portal with potion effects (i.e. Speed, Strength, Saturation, etc.), all the potion effects are removed after loading new dimension. I haven't tested for End Portals yet, but it probably happens there as well.

How to replicate:
-Go into creative (make sure cheats are on)
-Type "/effect [your player name] 1 1000 10" without quotes
-Build and activate Nether Portal
-Enter to the Nether