+983.3%
IWF vs UVXY
-100.0%
+1,083.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -0.3% |
| 7D | -1.7% | +11.0% | -12.7% | -0.5% |
| 30D | -1.8% | -8.8% | +6.9% | -2.8% |
| 3M | +1.5% | -41.9% | +43.4% | -4.1% |
| 6M | +7.7% | -61.2% | +68.9% | -1.5% |
| YTD | +2.7% | -46.2% | +48.9% | -1.1% |
| 1Y | +6.8% | -65.2% | +72.0% | -0.9% |
| 3Y | +76.9% | -94.6% | +171.4% | +55.9% |
| 5Y | +73.4% | -99.7% | +173.1% | +27.1% |
| 10Y | +416.4% | -100.0% | +516.4% | +182.7% |
| All | +983.3% | -100.0% | +1,083.3% | +194.5% |
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