-99.7%
UVXY vs IDXX
-26.5%
-73.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.2% |
| 7D | +2.8% | -5.7% | +8.5% | -4.3% |
| 30D | -11.4% | -11.5% | +0.2% | -23.8% |
| 3M | -41.5% | -9.5% | -32.0% | -48.2% |
| 6M | -61.0% | -16.0% | -45.1% | -67.4% |
| YTD | -49.8% | -25.4% | -24.4% | -62.8% |
| 1Y | -66.4% | -21.8% | -44.7% | -72.8% |
| 3Y | -94.8% | +7.0% | -101.8% | -90.2% |
| All | -99.7% | -26.5% | -73.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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