+167.4%
IONQ vs UVXY
-99.9%
+267.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.7% | -10.1% | -5.2% |
| 7D | -11.5% | -22.1% | +10.6% | -17.2% |
| 30D | -8.1% | +8.2% | -16.3% | +0.2% |
| 3M | -35.8% | -12.3% | -23.5% | -33.9% |
| 6M | -47.7% | -51.0% | +3.3% | -53.7% |
| YTD | -35.6% | -49.9% | +14.3% | -38.5% |
| 1Y | -36.4% | -67.7% | +31.3% | -46.2% |
| 3Y | +150.0% | -94.1% | +244.1% | +105.2% |
| 5Y | +43.3% | -99.5% | +142.9% | -19.1% |
| All | +167.4% | -99.9% | +267.3% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling