-6.7%
IP vs UVXY
-64.9%
+58.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -1.4% |
| 7D | -0.9% | -26.5% | +25.6% | -4.8% |
| 30D | +6.7% | +8.8% | -2.1% | +10.7% |
| 3M | -16.6% | -14.7% | -1.9% | -16.8% |
| 6M | +6.0% | -51.5% | +57.4% | -3.5% |
| YTD | -10.7% | -51.7% | +41.0% | -15.3% |
| 1Y | -6.7% | -65.7% | +59.0% | -16.4% |
| All | -6.7% | -64.9% | +58.3% | -16.4% |
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