+24.2%
IJR vs UVXY
-70.8%
+94.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.1% | +15.5% | -0.4% |
| 7D | +2.3% | -6.3% | +8.6% | +1.8% |
| 30D | +2.8% | -2.7% | +5.5% | +3.0% |
| 3M | -4.6% | -29.9% | +25.3% | -8.3% |
| 6M | +5.7% | -56.5% | +62.2% | -3.9% |
| YTD | +19.9% | -54.8% | +74.7% | +13.4% |
| 1Y | +24.2% | -70.5% | +94.7% | +9.1% |
| All | +24.2% | -70.8% | +94.9% | +9.1% |
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 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