+168.1%
IJR vs UVXY
-100.0%
+268.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -0.4% |
| 7D | -2.2% | +2.8% | -5.0% | -1.7% |
| 30D | -4.6% | -11.4% | +6.8% | -6.0% |
| 3M | +0.2% | -41.5% | +41.7% | -6.1% |
| 6M | +14.7% | -61.0% | +75.8% | +3.3% |
| YTD | +18.9% | -49.8% | +68.7% | +12.5% |
| 1Y | +19.9% | -66.4% | +86.4% | +9.3% |
| 3Y | +53.0% | -94.8% | +147.8% | +30.4% |
| 5Y | +40.9% | -99.7% | +140.6% | -5.3% |
| All | +168.1% | -100.0% | +268.1% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling