-100.0%
UVXY vs ITUB
+220.1%
-320.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.1% | -6.4% |
| 7D | +2.8% | +2.2% | +0.6% | +5.2% |
| 30D | -11.4% | +12.6% | -24.0% | +1.4% |
| 3M | -41.5% | +6.4% | -47.9% | -36.5% |
| 6M | -61.0% | +0.6% | -61.6% | -57.9% |
| YTD | -49.8% | +18.8% | -68.7% | -32.6% |
| 1Y | -66.4% | +31.0% | -97.5% | -48.7% |
| 3Y | -94.8% | +118.1% | -212.8% | -83.0% |
| 5Y | -99.7% | +193.0% | -292.7% | -98.3% |
| All | -100.0% | +220.1% | -320.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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