+146.7%
IBM vs UVXY
-100.0%
+246.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.6% |
| 7D | +3.6% | +2.3% | +1.3% | +3.8% |
| 30D | +1.5% | -15.0% | +16.6% | +0.2% |
| 3M | -12.9% | -39.8% | +26.9% | -16.5% |
| 6M | -3.9% | -60.0% | +56.1% | -10.2% |
| YTD | -17.3% | -48.8% | +31.5% | -20.2% |
| 1Y | -5.0% | -67.3% | +62.3% | -10.9% |
| 3Y | +78.2% | -94.8% | +173.0% | +59.3% |
| 5Y | +120.6% | -99.7% | +220.3% | +68.4% |
| 10Y | +144.5% | -100.0% | +244.5% | +44.5% |
| All | +146.7% | -100.0% | +246.7% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling