+8.8%
IOT vs UVXY
-65.4%
+74.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.2% | +10.6% | +11.9% |
| 7D | +6.7% | +4.0% | +2.7% | +7.0% |
| 30D | +7.8% | -9.3% | +17.1% | +7.3% |
| 3M | +27.5% | -36.5% | +64.0% | +24.3% |
| 6M | +35.3% | -65.1% | +100.4% | +26.0% |
| YTD | +21.0% | -49.3% | +70.3% | +24.1% |
| All | +8.8% | -65.4% | +74.2% | +5.0% |
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 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