+37.6%
ITW vs UVXY
-99.7%
+137.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.5% |
| 7D | -0.7% | +2.8% | -3.5% | -0.4% |
| 30D | -8.3% | -11.4% | +3.0% | -9.3% |
| 3M | +6.0% | -41.5% | +47.5% | +1.2% |
| 6M | 0.0% | -61.0% | +61.0% | -7.3% |
| YTD | +10.2% | -49.8% | +60.1% | +5.9% |
| 1Y | +3.2% | -66.4% | +69.7% | -3.7% |
| 3Y | +21.0% | -94.8% | +115.7% | +5.7% |
| All | +37.6% | -99.7% | +137.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling