-100.0%
UVXY vs IONS
+772.5%
-872.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +0.6% |
| 7D | -4.7% | -5.3% | +0.6% | -8.2% |
| 30D | -17.1% | +0.3% | -17.3% | -16.7% |
| 3M | -39.9% | -22.9% | -17.0% | -49.6% |
| 6M | -66.9% | -23.4% | -43.4% | -71.9% |
| YTD | -50.1% | -28.3% | -21.8% | -59.0% |
| 1Y | -68.3% | -7.0% | -61.3% | -68.2% |
| 3Y | -95.0% | +37.6% | -132.6% | -91.7% |
| 5Y | -99.7% | +53.4% | -153.1% | -99.3% |
| 10Y | -100.0% | +83.9% | -183.9% | -100.0% |
| All | -100.0% | +772.5% | -872.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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