+22.6%
IEFA vs UVXY
-70.9%
+93.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | +0.6% | -5.0% | +5.6% | 0.0% |
| 30D | +1.0% | -20.5% | +21.6% | -1.6% |
| 3M | +4.7% | -36.6% | +41.3% | 0.0% |
| 6M | +8.6% | -56.9% | +65.5% | +0.4% |
| YTD | +14.8% | -51.2% | +66.0% | +7.8% |
| 1Y | +22.6% | -69.8% | +92.4% | +12.8% |
| All | +22.6% | -70.9% | +93.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling