-100.0%
UVXY vs IBN
+472.7%
-572.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | 0.0% |
| 7D | +2.3% | -5.1% | +7.4% | -5.0% |
| 30D | -15.0% | -3.5% | -11.5% | -19.0% |
| 3M | -39.8% | +11.3% | -51.1% | -28.9% |
| 6M | -60.0% | +4.4% | -64.5% | -54.9% |
| YTD | -48.8% | -1.8% | -47.0% | -45.9% |
| 1Y | -67.3% | -8.0% | -59.3% | -68.8% |
| 3Y | -94.8% | +27.1% | -121.9% | -90.9% |
| 5Y | -99.7% | +54.5% | -154.2% | -98.9% |
| 10Y | -100.0% | +314.2% | -414.2% | -100.0% |
| All | -100.0% | +472.7% | -572.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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