-99.7%
UVXY vs IOVA
-66.4%
-33.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.6% | +4.2% |
| 7D | +11.0% | -6.4% | +17.5% | +9.1% |
| 30D | -8.8% | +25.4% | -34.2% | -2.0% |
| 3M | -41.9% | +115.3% | -157.2% | -25.2% |
| 6M | -61.2% | +56.5% | -117.7% | -52.7% |
| YTD | -46.2% | +198.2% | -244.4% | -18.4% |
| 1Y | -65.2% | +242.0% | -307.2% | -43.1% |
| 3Y | -94.6% | +36.8% | -131.4% | -90.1% |
| 5Y | -99.7% | -64.3% | -35.4% | -99.5% |
| All | -99.7% | -66.4% | -33.2% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling