-100.0%
UVXY vs IAG
+15.8%
-115.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +3.0% |
| 7D | +2.3% | +1.7% | +0.6% | +2.7% |
| 30D | -15.0% | +11.4% | -26.5% | -12.5% |
| 3M | -39.8% | +33.0% | -72.8% | -34.4% |
| 6M | -60.0% | -6.0% | -54.0% | -58.7% |
| YTD | -48.8% | +24.6% | -73.4% | -43.3% |
| 1Y | -67.3% | +105.0% | -172.3% | -58.8% |
| 3Y | -94.8% | +837.9% | -932.7% | -90.1% |
| 5Y | -99.7% | +817.0% | -916.6% | -99.3% |
| 10Y | -100.0% | +425.3% | -525.3% | -100.0% |
| All | -100.0% | +15.8% | -115.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling