+18.3%
IP vs UVXY
-100.0%
+118.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.6% | -4.8% |
| 7D | -4.6% | +2.3% | -6.9% | -4.3% |
| 30D | -15.3% | -15.0% | -0.2% | -16.8% |
| 3M | +2.7% | -39.8% | +42.5% | -2.4% |
| 6M | -7.4% | -60.0% | +52.7% | -14.9% |
| YTD | -8.8% | -48.8% | +40.0% | -12.6% |
| 1Y | -22.4% | -67.3% | +44.8% | -28.5% |
| 3Y | +14.2% | -94.8% | +109.1% | -1.3% |
| 5Y | -21.8% | -99.7% | +77.9% | -45.2% |
| 10Y | +18.3% | -100.0% | +118.3% | -38.1% |
| All | +18.3% | -100.0% | +118.3% | -38.1% |
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