-3.5%
IEF vs UVXY
-58.6%
+55.1%
-3.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.6% |
| 7D | -1.2% | +11.0% | -12.2% | -0.9% |
| 30D | -1.5% | -8.8% | +7.3% | -1.7% |
| 3M | -1.7% | -41.9% | +40.2% | -3.1% |
| 6M | -3.5% | -61.2% | +57.7% | -5.7% |
| All | -3.5% | -58.6% | +55.1% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling