+990.2%
IBKR vs UVXY
-100.0%
+1,090.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -0.9% |
| 30D | -0.2% | -11.4% | +11.1% | -1.7% |
| 3M | +3.0% | -41.5% | +44.5% | -3.6% |
| 6M | +33.9% | -61.0% | +94.9% | +20.6% |
| YTD | +42.5% | -49.8% | +92.3% | +35.6% |
| 1Y | +44.9% | -66.4% | +111.3% | +32.9% |
| 3Y | +293.0% | -94.8% | +387.8% | +239.2% |
| 5Y | +497.7% | -99.7% | +597.3% | +311.6% |
| All | +990.2% | -100.0% | +1,090.2% | +452.8% |
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