+143.8%
IBM vs UVXY
-100.0%
+243.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.8% | +10.7% | +3.3% |
| 7D | +3.6% | +2.8% | +0.8% | +3.9% |
| 30D | +3.1% | -11.4% | +14.5% | +2.0% |
| 3M | -10.8% | -41.5% | +30.7% | -15.1% |
| 6M | -0.8% | -61.0% | +60.2% | -8.2% |
| YTD | -16.2% | -49.8% | +33.7% | -19.5% |
| 1Y | -2.9% | -66.4% | +63.6% | -9.3% |
| 3Y | +79.8% | -94.8% | +174.6% | +58.6% |
| 5Y | +124.9% | -99.7% | +224.6% | +63.2% |
| All | +143.8% | -100.0% | +243.8% | +41.2% |
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