-100.0%
UVXY vs IOVA
-90.4%
-9.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.2% |
| 7D | -4.7% | +5.1% | -9.8% | -4.2% |
| 30D | -17.1% | +37.2% | -54.3% | -14.0% |
| 3M | -39.9% | +117.5% | -157.4% | -33.8% |
| 6M | -66.9% | +69.6% | -136.4% | -63.8% |
| YTD | -50.1% | +218.7% | -268.8% | -41.3% |
| 1Y | -68.3% | +265.5% | -333.9% | -61.7% |
| 3Y | -95.0% | +46.2% | -141.2% | -93.6% |
| 5Y | -99.7% | -63.2% | -36.4% | -99.6% |
| 10Y | -100.0% | +6.1% | -106.1% | -100.0% |
| All | -100.0% | -90.4% | -9.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling