+805.6%
ITW vs UVXY
-100.0%
+905.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -0.4% |
| 30D | -8.3% | -11.4% | +3.0% | -9.4% |
| 3M | +6.0% | -41.5% | +47.5% | +0.8% |
| 6M | 0.0% | -61.0% | +61.0% | -7.8% |
| YTD | +10.2% | -49.8% | +60.1% | +5.5% |
| 1Y | +3.2% | -66.4% | +69.7% | -4.2% |
| 3Y | +21.0% | -94.8% | +115.7% | +5.6% |
| 5Y | +37.9% | -99.7% | +137.6% | -0.7% |
| 10Y | +193.2% | -100.0% | +293.2% | +55.0% |
| All | +805.6% | -100.0% | +905.6% | +99.7% |
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