+123.4%
ILMN vs UVXY
-70.9%
+194.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.5% |
| 7D | +1.2% | -5.0% | +6.2% | +0.8% |
| 30D | +9.2% | -20.5% | +29.7% | +7.1% |
| 3M | +29.8% | -36.6% | +66.4% | +25.5% |
| 6M | +69.2% | -56.9% | +126.1% | +59.4% |
| YTD | +66.4% | -51.2% | +117.6% | +59.1% |
| 1Y | +123.4% | -69.8% | +193.2% | +108.2% |
| All | +123.4% | -70.9% | +194.3% | +108.2% |
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