+93.9%
ILMN vs UVXY
-70.8%
+164.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.1% | +9.2% | -6.9% |
| 7D | -21.6% | -6.3% | -15.3% | -21.5% |
| 30D | -22.9% | -2.7% | -20.2% | -22.3% |
| 3M | +11.6% | -29.9% | +41.5% | +9.5% |
| 6M | +62.5% | -56.5% | +119.0% | +54.4% |
| YTD | +72.7% | -54.8% | +127.5% | +64.8% |
| 1Y | +93.9% | -70.5% | +164.4% | +73.5% |
| All | +93.9% | -70.8% | +164.6% | +73.5% |
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