-54.0%
ILMN vs UVXY
-99.7%
+45.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -2.5% |
| 7D | -3.9% | +2.3% | -6.2% | -3.5% |
| 30D | +6.9% | -15.0% | +21.9% | +4.6% |
| 3M | +28.1% | -39.8% | +67.9% | +20.0% |
| 6M | +65.0% | -60.0% | +125.0% | +47.9% |
| YTD | +56.3% | -48.8% | +105.1% | +47.2% |
| 1Y | +108.7% | -67.3% | +176.0% | +86.8% |
| 3Y | +33.1% | -94.8% | +127.9% | +9.4% |
| All | -54.0% | -99.7% | +45.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling