+30.7%
IEMG vs UVXY
-66.8%
+97.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +0.1% |
| 7D | -1.3% | +2.8% | -4.1% | -0.7% |
| 30D | +1.9% | -11.4% | +13.3% | +0.1% |
| 3M | +1.4% | -41.5% | +42.9% | -5.9% |
| 6M | +15.2% | -61.0% | +76.2% | +2.5% |
| YTD | +23.8% | -49.8% | +73.7% | +14.6% |
| 1Y | +30.7% | -66.4% | +97.1% | +18.9% |
| All | +30.7% | -66.8% | +97.5% | +18.9% |
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