-100.0%
UVXY vs INCY
+54.2%
-154.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -8.2% |
| 7D | +2.8% | -4.2% | +7.0% | -1.4% |
| 30D | -11.4% | +0.6% | -11.9% | -10.6% |
| 3M | -41.5% | +12.6% | -54.2% | -34.7% |
| 6M | -61.0% | +28.3% | -89.4% | -49.2% |
| YTD | -49.8% | +23.0% | -72.8% | -35.7% |
| 1Y | -66.4% | +41.0% | -107.4% | -49.6% |
| 3Y | -94.8% | +88.6% | -183.4% | -87.5% |
| 5Y | -99.7% | +70.8% | -170.5% | -99.2% |
| All | -100.0% | +54.2% | -154.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling