-70.5%
UVXY vs IOVA
+362.8%
-433.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -1.5% | -12.6% | -14.3% |
| 7D | -6.3% | -41.3% | +35.0% | -10.2% |
| 30D | -2.7% | -38.5% | +35.8% | -6.0% |
| 3M | -29.9% | +99.5% | -129.5% | -21.6% |
| 6M | -56.5% | +126.0% | -182.5% | -49.8% |
| YTD | -54.8% | +218.7% | -273.5% | -44.5% |
| 1Y | -70.5% | +378.0% | -448.5% | -63.0% |
| All | -70.5% | +362.8% | -433.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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