+116.3%
IBM vs UVXY
-99.6%
+216.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.2% | -7.6% | -2.0% |
| 7D | -0.3% | +11.0% | -11.3% | +0.6% |
| 30D | -1.8% | -8.8% | +6.9% | -2.5% |
| 3M | -13.5% | -41.9% | +28.4% | -17.0% |
| 6M | -5.1% | -61.2% | +56.1% | -11.1% |
| YTD | -19.4% | -46.2% | +26.8% | -21.6% |
| 1Y | -6.5% | -65.2% | +58.7% | -11.4% |
| 3Y | +73.8% | -94.6% | +168.4% | +57.4% |
| 5Y | +116.3% | -99.7% | +216.0% | +67.7% |
| All | +116.3% | -99.6% | +216.0% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling