-61.2%
UVXY vs ITUB
+1.4%
-62.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.4% | +8.5% |
| 7D | +11.0% | +1.0% | +10.1% | +12.1% |
| 30D | -8.8% | +10.7% | -19.5% | +4.1% |
| 3M | -41.9% | +10.1% | -52.0% | -32.7% |
| 6M | -61.2% | -0.1% | -61.1% | -58.4% |
| All | -61.2% | +1.4% | -62.6% | -58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling