+190.5%
IP vs UVXY
-100.0%
+290.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.6% |
| 7D | -5.1% | +19.4% | -24.5% | -2.0% |
| 30D | +8.5% | +42.6% | -34.0% | +14.7% |
| 3M | -13.8% | +7.1% | -20.9% | -11.7% |
| 6M | +5.7% | -36.5% | +42.3% | +3.0% |
| YTD | -9.1% | -35.8% | +26.6% | -9.1% |
| 1Y | -0.8% | -58.4% | +57.6% | -5.1% |
| 3Y | +14.8% | -92.9% | +107.7% | +3.7% |
| 5Y | -11.5% | -99.4% | +87.9% | -32.3% |
| 10Y | +27.9% | -100.0% | +127.9% | -34.3% |
| All | +190.5% | -100.0% | +290.5% | -44.4% |
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 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