+241.1%
IONQ vs UVXY
-99.9%
+341.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.2% | -8.6% | -1.7% |
| 7D | -5.6% | +11.0% | -16.6% | -2.2% |
| 30D | -15.2% | -8.8% | -6.4% | -17.1% |
| 3M | -34.9% | -41.9% | +7.0% | -43.8% |
| 6M | +4.9% | -61.2% | +66.1% | -16.5% |
| YTD | -17.9% | -46.2% | +28.3% | -24.9% |
| 1Y | -16.0% | -65.2% | +49.2% | -29.5% |
| 3Y | +90.5% | -94.6% | +185.1% | +49.1% |
| 5Y | +268.4% | -99.7% | +368.1% | +90.5% |
| All | +241.1% | -99.9% | +341.0% | +43.3% |
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 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