+107.9%
ILMN vs UVXY
-66.8%
+174.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.4% | +1.9% |
| 7D | -5.4% | +2.8% | -8.2% | -5.1% |
| 30D | +7.0% | -11.4% | +18.4% | +6.1% |
| 3M | +24.2% | -41.5% | +65.7% | +19.2% |
| 6M | +69.9% | -61.0% | +131.0% | +58.9% |
| YTD | +57.4% | -49.8% | +107.3% | +51.0% |
| 1Y | +107.9% | -66.4% | +174.3% | +93.8% |
| All | +107.9% | -66.8% | +174.7% | +93.8% |
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 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