+909.4%
IGV vs UVXY
-100.0%
+1,009.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.5% |
| 7D | -1.5% | +2.3% | -3.8% | -1.2% |
| 30D | -3.0% | -15.0% | +12.0% | -4.9% |
| 3M | +9.6% | -39.8% | +49.4% | +3.5% |
| 6M | +16.1% | -60.0% | +76.2% | +5.4% |
| YTD | -3.6% | -48.8% | +45.2% | -8.4% |
| 1Y | -7.8% | -67.3% | +59.4% | -16.0% |
| 3Y | +40.0% | -94.8% | +134.8% | +20.8% |
| 5Y | +21.2% | -99.7% | +120.9% | -13.9% |
| 10Y | +364.4% | -100.0% | +464.4% | +136.7% |
| All | +909.4% | -100.0% | +1,009.4% | +131.1% |
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 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