+659.0%
ICE vs UVXY
-100.0%
+759.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.6% |
| 7D | -0.9% | +2.3% | -3.1% | -0.6% |
| 30D | +4.0% | -15.0% | +19.0% | +2.6% |
| 3M | +11.0% | -39.8% | +50.8% | +6.7% |
| 6M | -5.0% | -60.0% | +55.1% | -11.0% |
| YTD | -2.7% | -48.8% | +46.1% | -6.1% |
| 1Y | -8.6% | -67.3% | +58.7% | -14.4% |
| 3Y | +41.4% | -94.8% | +136.2% | +25.7% |
| 5Y | +39.9% | -99.7% | +139.5% | +6.9% |
| 10Y | +214.9% | -100.0% | +314.9% | +81.7% |
| All | +659.0% | -100.0% | +759.0% | +111.1% |
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