+64.4%
IBIT vs UVXY
-90.5%
+154.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -1.0% |
| 7D | -3.2% | +2.8% | -6.0% | -2.7% |
| 30D | +22.0% | -11.4% | +33.3% | +19.7% |
| 3M | +21.4% | -41.5% | +62.9% | +11.8% |
| 6M | +9.2% | -61.0% | +70.3% | -4.4% |
| YTD | -11.8% | -49.8% | +38.0% | -17.4% |
| 1Y | -32.7% | -66.4% | +33.8% | -39.7% |
| All | +64.4% | -90.5% | +154.8% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling