+310.3%
IVV vs UVXY
-100.0%
+410.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | 0.0% |
| 7D | +2.6% | -22.1% | +24.6% | -0.1% |
| 30D | -2.0% | +8.2% | -10.2% | +0.9% |
| 3M | -2.8% | -12.3% | +9.6% | -2.2% |
| 6M | +2.2% | -51.0% | +53.2% | -3.4% |
| YTD | +11.5% | -49.9% | +61.5% | +8.4% |
| 1Y | +13.5% | -67.7% | +81.2% | +5.0% |
| 3Y | +78.1% | -94.1% | +172.2% | +56.8% |
| 5Y | +73.1% | -99.5% | +172.6% | +28.1% |
| All | +310.3% | -100.0% | +410.3% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling