+19.8%
IEF vs UVXY
-100.0%
+119.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.1% |
| 7D | -1.3% | +2.8% | -4.1% | -1.4% |
| 30D | -1.7% | -11.4% | +9.6% | -1.6% |
| 3M | -2.5% | -41.5% | +39.0% | -2.0% |
| 6M | -3.3% | -61.0% | +57.8% | -2.3% |
| YTD | -2.8% | -49.8% | +47.0% | -2.3% |
| 1Y | -2.7% | -66.4% | +63.7% | -1.9% |
| 3Y | +8.9% | -94.8% | +103.7% | +10.7% |
| 5Y | -9.4% | -99.7% | +90.3% | -5.4% |
| 10Y | +3.7% | -100.0% | +103.7% | +14.8% |
| All | +19.8% | -100.0% | +119.8% | +61.8% |
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