+55.4%
IOT vs UVXY
-99.6%
+154.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.7% |
| 7D | -4.5% | +2.8% | -7.3% | -3.8% |
| 30D | -2.4% | -11.4% | +8.9% | -4.9% |
| 3M | +19.0% | -41.5% | +60.5% | +6.1% |
| 6M | +19.6% | -61.0% | +80.7% | -1.2% |
| YTD | +8.3% | -49.8% | +58.1% | -2.8% |
| 1Y | -0.8% | -66.4% | +65.6% | -17.0% |
| 3Y | +24.4% | -94.8% | +119.2% | -12.1% |
| All | +55.4% | -99.6% | +154.9% | -35.2% |
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 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