+23.7%
IP vs UVXY
-100.0%
+123.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | 0.0% | -3.3% | +3.4% | +1.1% |
| 30D | +9.4% | +12.0% | -2.6% | +12.8% |
| 3M | -14.1% | -15.5% | +1.4% | -14.0% |
| 6M | +9.2% | -49.4% | +58.5% | +3.8% |
| YTD | -7.5% | -49.1% | +41.6% | -9.8% |
| 1Y | -2.8% | -63.7% | +60.9% | -8.3% |
| 3Y | +21.2% | -94.1% | +115.3% | +6.9% |
| 5Y | -11.5% | -99.6% | +88.1% | -35.2% |
| 10Y | +23.7% | -100.0% | +123.7% | -29.9% |
| All | +23.7% | -100.0% | +123.7% | -29.9% |
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