-100.0%
UVXY vs IBB
+125.5%
-225.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.4% |
| 7D | +2.8% | -4.2% | +7.0% | -8.3% |
| 30D | -11.4% | +1.1% | -12.5% | -8.8% |
| 3M | -41.5% | +19.0% | -60.6% | -6.7% |
| 6M | -61.0% | +18.9% | -79.9% | -34.4% |
| YTD | -49.8% | +20.3% | -70.2% | -10.0% |
| 1Y | -66.4% | +41.5% | -107.9% | -3.1% |
| 3Y | -94.8% | +60.3% | -155.0% | -65.7% |
| 5Y | -99.7% | +18.7% | -118.4% | -98.7% |
| All | -100.0% | +125.5% | -225.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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