+10.6%
IBKR vs UVXY
-70.8%
+81.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.1% | +14.7% | -3.3% |
| 7D | -6.8% | -6.3% | -0.5% | -7.7% |
| 30D | -12.5% | -2.7% | -9.8% | -11.8% |
| 3M | -12.0% | -29.9% | +17.9% | -18.2% |
| 6M | -4.5% | -56.5% | +52.0% | -20.0% |
| YTD | +21.5% | -54.8% | +76.3% | +9.9% |
| 1Y | +10.6% | -70.5% | +81.2% | -11.6% |
| All | +10.6% | -70.8% | +81.4% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling