-99.7%
UVXY vs IBB
+20.0%
-119.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +0.3% |
| 7D | +2.3% | -3.9% | +6.2% | -7.1% |
| 30D | -15.0% | +2.7% | -17.8% | -9.1% |
| 3M | -39.8% | +21.4% | -61.2% | -1.6% |
| 6M | -60.0% | +20.1% | -80.1% | -33.3% |
| YTD | -48.8% | +21.9% | -70.7% | -8.2% |
| 1Y | -67.3% | +44.1% | -111.4% | -6.4% |
| 3Y | -94.8% | +63.4% | -158.2% | -67.6% |
| 5Y | -99.7% | +19.8% | -119.4% | -98.6% |
| All | -99.7% | +20.0% | -119.7% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling