+458.1%
IWM vs UVXY
-100.0%
+558.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +0.1% | -5.0% | +5.1% | -0.5% |
| 30D | -1.3% | -20.5% | +19.3% | -4.0% |
| 3M | +1.6% | -36.6% | +38.2% | -3.2% |
| 6M | +13.6% | -56.9% | +70.5% | +4.9% |
| YTD | +20.8% | -51.2% | +72.0% | +14.4% |
| 1Y | +26.4% | -69.8% | +96.2% | +14.5% |
| 3Y | +60.7% | -95.1% | +155.7% | +38.0% |
| 5Y | +38.2% | -99.7% | +137.9% | -2.1% |
| 10Y | +169.5% | -100.0% | +269.5% | +38.2% |
| All | +458.1% | -100.0% | +558.1% | +10.4% |
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