+413.4%
IWF vs UVXY
-100.0%
+513.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | -0.1% |
| 7D | -0.9% | +2.8% | -3.7% | -0.5% |
| 30D | -1.7% | -11.4% | +9.6% | -3.2% |
| 3M | +0.7% | -41.5% | +42.2% | -5.6% |
| 6M | +8.6% | -61.0% | +69.6% | -2.1% |
| YTD | +3.5% | -49.8% | +53.4% | -1.9% |
| 1Y | +7.0% | -66.4% | +73.5% | -2.4% |
| 3Y | +76.3% | -94.8% | +171.1% | +50.9% |
| 5Y | +74.8% | -99.7% | +174.4% | +19.1% |
| All | +413.4% | -100.0% | +513.4% | +169.3% |
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