-100.0%
UVXY vs IBB
+631.5%
-731.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.4% | -3.8% |
| 7D | -4.7% | -1.7% | -3.1% | -9.0% |
| 30D | -17.1% | +4.9% | -21.9% | -5.5% |
| 3M | -39.9% | +24.2% | -64.2% | +10.6% |
| 6M | -66.9% | +23.8% | -90.7% | -35.9% |
| YTD | -50.1% | +23.0% | -73.1% | -3.3% |
| 1Y | -68.3% | +46.2% | -114.5% | +3.7% |
| 3Y | -95.0% | +64.8% | -159.8% | -62.4% |
| 5Y | -99.7% | +20.9% | -120.6% | -98.5% |
| 10Y | -100.0% | +121.6% | -221.6% | -99.9% |
| All | -100.0% | +631.5% | -731.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling