-69.8%
UVXY vs INCY
+45.3%
-115.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.2% |
| 7D | -5.0% | +1.9% | -6.9% | -4.0% |
| 30D | -20.5% | +5.8% | -26.3% | -18.1% |
| 3M | -36.6% | +25.2% | -61.8% | -26.9% |
| 6M | -56.9% | +28.2% | -85.1% | -47.1% |
| YTD | -51.2% | +28.3% | -79.5% | -39.3% |
| 1Y | -69.8% | +48.3% | -118.1% | -58.7% |
| All | -69.8% | +45.3% | -115.0% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling