-70.5%
UVXY vs IAG
+56.5%
-127.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +10.2% | -24.3% | -9.4% |
| 7D | -6.3% | +1.1% | -7.4% | -4.3% |
| 30D | -2.7% | -5.3% | +2.6% | -2.7% |
| 3M | -29.9% | +18.0% | -48.0% | -22.1% |
| 6M | -56.5% | +7.1% | -63.6% | -51.7% |
| YTD | -54.8% | +5.9% | -60.7% | -48.9% |
| 1Y | -70.5% | +59.4% | -129.9% | -46.2% |
| All | -70.5% | +56.5% | -127.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling