+166.4%
IWM vs UVXY
-100.0%
+266.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | -0.6% |
| 7D | -2.4% | +2.8% | -5.2% | -2.0% |
| 30D | -4.6% | -11.4% | +6.8% | -6.0% |
| 3M | -0.3% | -41.5% | +41.2% | -6.8% |
| 6M | +14.7% | -61.0% | +75.8% | +2.9% |
| YTD | +17.8% | -49.8% | +67.7% | +11.4% |
| 1Y | +21.2% | -66.4% | +87.7% | +10.1% |
| 3Y | +62.3% | -94.8% | +157.1% | +37.7% |
| 5Y | +38.7% | -99.7% | +138.4% | -7.9% |
| All | +166.4% | -100.0% | +266.4% | +27.0% |
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