-100.0%
UVXY vs INVH
+75.4%
-175.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.9% |
| 7D | +2.8% | -3.0% | +5.8% | -2.2% |
| 30D | -11.4% | -7.5% | -3.8% | -22.5% |
| 3M | -41.5% | -5.5% | -36.0% | -47.6% |
| 6M | -61.0% | +11.7% | -72.8% | -52.7% |
| YTD | -49.8% | +1.3% | -51.2% | -48.7% |
| 1Y | -66.4% | -6.1% | -60.4% | -69.8% |
| 3Y | -94.8% | -9.8% | -85.0% | -94.5% |
| 5Y | -99.7% | -19.7% | -80.0% | -99.7% |
| All | -100.0% | +75.4% | -175.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 all: compounded portfolio wealth divided by compounded INVH 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…
all analysis · Full analysis span regression · 6 months rolling