-94.4%
UVXY vs IAG
+796.9%
-891.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +4.4% |
| 7D | +11.0% | -4.1% | +15.1% | +9.5% |
| 30D | -8.8% | +10.6% | -19.4% | -4.9% |
| 3M | -41.9% | +35.4% | -77.3% | -33.6% |
| 6M | -61.2% | -9.5% | -51.6% | -59.6% |
| YTD | -46.2% | +21.8% | -68.0% | -38.0% |
| 1Y | -65.2% | +84.1% | -149.3% | -52.4% |
| All | -94.4% | +796.9% | -891.3% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling