-94.8%
UVXY vs IQV
+22.1%
-116.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -4.9% |
| 7D | +2.8% | -2.2% | +5.0% | +0.6% |
| 30D | -11.4% | +8.3% | -19.7% | -3.0% |
| 3M | -41.5% | +44.6% | -86.1% | -12.3% |
| 6M | -61.0% | +52.6% | -113.6% | -36.8% |
| YTD | -49.8% | +16.1% | -66.0% | -41.0% |
| 1Y | -66.4% | +37.3% | -103.7% | -48.8% |
| 3Y | -94.8% | +21.6% | -116.3% | -90.4% |
| All | -94.8% | +22.1% | -116.8% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 3y: compounded portfolio wealth divided by compounded IQV 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…
3y analysis · Full analysis span regression · 6 months rolling