+42.1%
ICE vs UVXY
-94.8%
+136.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +0.6% |
| 7D | -2.4% | +2.8% | -5.2% | -2.2% |
| 30D | +4.0% | -11.4% | +15.4% | +3.4% |
| 3M | +13.7% | -41.5% | +55.2% | +10.6% |
| 6M | +0.9% | -61.0% | +62.0% | -3.6% |
| YTD | -2.1% | -49.8% | +47.7% | -4.4% |
| 1Y | -9.5% | -66.4% | +56.9% | -13.2% |
| 3Y | +42.1% | -94.8% | +136.8% | +29.5% |
| All | +42.1% | -94.8% | +136.9% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling