-100.0%
UVXY vs IT
+103.1%
-203.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.3% | -12.0% | +0.1% |
| 7D | +2.8% | -3.7% | +6.5% | -1.6% |
| 30D | -11.4% | +0.1% | -11.4% | -10.5% |
| 3M | -41.5% | +20.7% | -62.2% | -29.7% |
| 6M | -61.0% | +12.0% | -73.0% | -59.5% |
| YTD | -49.8% | -28.8% | -21.0% | -74.5% |
| 1Y | -66.4% | -25.5% | -40.9% | -81.2% |
| 3Y | -94.8% | -48.8% | -46.0% | -98.0% |
| 5Y | -99.7% | -42.7% | -57.0% | -99.8% |
| All | -100.0% | +103.1% | -203.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling