-99.7%
UVXY vs IFF
-35.8%
-63.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -7.3% |
| 7D | +2.8% | -3.2% | +6.0% | -0.7% |
| 30D | -11.4% | -0.3% | -11.1% | -11.4% |
| 3M | -41.5% | +8.4% | -50.0% | -35.2% |
| 6M | -61.0% | +23.0% | -84.1% | -48.3% |
| YTD | -49.8% | +25.5% | -75.3% | -31.6% |
| 1Y | -66.4% | +29.1% | -95.5% | -51.9% |
| 3Y | -94.8% | +31.7% | -126.4% | -90.5% |
| All | -99.7% | -35.8% | -63.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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