-69.8%
UVXY vs IOVA
+299.5%
-369.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.8% |
| 7D | -5.0% | +9.7% | -14.7% | -3.8% |
| 30D | -20.5% | +102.5% | -123.1% | -11.9% |
| 3M | -36.6% | +100.7% | -137.3% | -29.1% |
| 6M | -56.9% | +106.3% | -163.3% | -50.3% |
| YTD | -51.2% | +222.0% | -273.2% | -38.9% |
| 1Y | -69.8% | +299.5% | -369.3% | -62.3% |
| All | -69.8% | +299.5% | -369.3% | -62.3% |
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