+23.1%
IGV vs UVXY
-99.7%
+122.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | -0.8% |
| 7D | -2.9% | +2.8% | -5.7% | -2.4% |
| 30D | -1.5% | -11.4% | +9.8% | -3.2% |
| 3M | +11.7% | -41.5% | +53.2% | +3.3% |
| 6M | +18.4% | -61.0% | +79.5% | +4.2% |
| YTD | -3.9% | -49.8% | +45.9% | -10.2% |
| 1Y | -9.7% | -66.4% | +56.8% | -19.5% |
| 3Y | +38.4% | -94.8% | +133.2% | +12.3% |
| All | +23.1% | -99.7% | +122.8% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling