-100.0%
UVXY vs IAG
+427.6%
-527.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.6% |
| 7D | +2.8% | -1.1% | +3.9% | +2.6% |
| 30D | -11.4% | +12.1% | -23.5% | -8.2% |
| 3M | -41.5% | +25.5% | -67.0% | -36.8% |
| 6M | -61.0% | -7.1% | -53.9% | -59.7% |
| YTD | -49.8% | +22.9% | -72.7% | -44.0% |
| 1Y | -66.4% | +83.3% | -149.8% | -58.0% |
| 3Y | -94.8% | +808.5% | -903.3% | -89.5% |
| 5Y | -99.7% | +838.0% | -937.7% | -99.3% |
| All | -100.0% | +427.6% | -527.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling