+213.7%
ICE vs UVXY
-100.0%
+313.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +0.4% |
| 7D | -2.4% | +2.8% | -5.2% | -2.1% |
| 30D | +4.0% | -11.4% | +15.4% | +3.0% |
| 3M | +13.7% | -41.5% | +55.2% | +9.0% |
| 6M | +0.9% | -61.0% | +62.0% | -5.8% |
| YTD | -2.1% | -49.8% | +47.7% | -5.8% |
| 1Y | -9.5% | -66.4% | +56.9% | -15.1% |
| 3Y | +42.1% | -94.8% | +136.8% | +25.9% |
| 5Y | +41.4% | -99.7% | +141.1% | +5.5% |
| All | +213.7% | -100.0% | +313.7% | +87.3% |
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