+21.2%
IP vs UVXY
-94.2%
+115.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | +1.9% |
| 7D | -0.3% | -22.1% | +21.8% | -2.7% |
| 30D | +7.9% | +8.2% | -0.2% | +10.8% |
| 3M | -15.3% | -12.3% | -3.0% | -14.9% |
| 6M | +10.5% | -51.0% | +61.5% | +5.0% |
| YTD | -9.4% | -49.9% | +40.5% | -11.8% |
| 1Y | -4.6% | -67.7% | +63.1% | -10.8% |
| 3Y | +21.2% | -94.1% | +115.3% | +26.3% |
| All | +21.2% | -94.2% | +115.5% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling