+124.4%
IAU vs UVXY
-94.8%
+219.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | +0.5% |
| 7D | -2.0% | +2.8% | -4.8% | -2.0% |
| 30D | -1.5% | -11.4% | +9.8% | -1.6% |
| 3M | +3.3% | -41.5% | +44.8% | +2.8% |
| 6M | -16.2% | -61.0% | +44.8% | -16.7% |
| YTD | +0.7% | -49.8% | +50.5% | +0.1% |
| 1Y | +19.2% | -66.4% | +85.7% | +18.5% |
| 3Y | +124.4% | -94.8% | +219.2% | +133.3% |
| All | +124.4% | -94.8% | +219.2% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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