-61.0%
UVXY vs IDXX
-15.7%
-45.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.1% |
| 7D | +2.8% | -5.7% | +8.5% | -2.0% |
| 30D | -11.4% | -11.5% | +0.2% | -20.0% |
| 3M | -41.5% | -9.5% | -32.0% | -45.9% |
| 6M | -61.0% | -16.0% | -45.1% | -69.4% |
| All | -61.0% | -15.7% | -45.4% | -69.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling