+38.2%
IWM vs UVXY
-99.6%
+137.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.2% |
| 7D | -2.5% | +11.0% | -13.6% | -0.9% |
| 30D | -4.4% | -8.8% | +4.4% | -5.6% |
| 3M | +2.2% | -41.9% | +44.1% | -4.9% |
| 6M | +14.0% | -61.2% | +75.2% | +1.5% |
| YTD | +17.4% | -46.2% | +63.6% | +11.7% |
| 1Y | +22.9% | -65.2% | +88.2% | +11.6% |
| 3Y | +62.1% | -94.6% | +156.6% | +35.6% |
| 5Y | +38.2% | -99.7% | +137.8% | -14.7% |
| All | +38.2% | -99.6% | +137.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling