-66.4%
UVXY vs IOVA
+259.8%
-326.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.7% | -12.4% | -6.0% |
| 7D | +2.8% | -2.2% | +5.0% | +2.6% |
| 30D | -11.4% | +27.6% | -39.0% | -7.9% |
| 3M | -41.5% | +117.2% | -158.7% | -33.4% |
| 6M | -61.0% | +77.7% | -138.7% | -55.5% |
| YTD | -49.8% | +215.0% | -264.9% | -36.5% |
| 1Y | -66.4% | +255.4% | -321.8% | -58.2% |
| All | -66.4% | +259.8% | -326.3% | -58.2% |
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