-94.8%
UVXY vs IBB
+61.1%
-155.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.4% |
| 7D | +2.8% | -4.2% | +7.0% | -7.5% |
| 30D | -11.4% | +1.1% | -12.5% | -8.6% |
| 3M | -41.5% | +19.0% | -60.6% | -7.2% |
| 6M | -61.0% | +18.9% | -79.9% | -34.7% |
| YTD | -49.8% | +20.3% | -70.2% | -10.1% |
| 1Y | -66.4% | +41.5% | -107.9% | -1.0% |
| 3Y | -94.8% | +60.3% | -155.0% | -69.1% |
| All | -94.8% | +61.1% | -155.8% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling