+453.2%
ILMN vs UVXY
-100.0%
+553.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.0% |
| 7D | +1.9% | -4.7% | +6.6% | +1.3% |
| 30D | +12.3% | -17.1% | +29.4% | +9.9% |
| 3M | +33.5% | -39.9% | +73.5% | +26.2% |
| 6M | +69.4% | -66.9% | +136.2% | +50.8% |
| YTD | +60.9% | -50.1% | +111.0% | +52.2% |
| 1Y | +115.0% | -68.3% | +183.3% | +94.9% |
| 3Y | +37.0% | -95.0% | +132.0% | +17.4% |
| 5Y | -53.1% | -99.7% | +46.5% | -67.1% |
| 10Y | +27.6% | -100.0% | +127.6% | -34.5% |
| All | +453.2% | -100.0% | +553.2% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling