-100.0%
UVXY vs ITUB
+234.7%
-334.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.4% | +8.4% |
| 7D | +11.0% | +1.0% | +10.1% | +12.2% |
| 30D | -8.8% | +10.7% | -19.5% | +3.4% |
| 3M | -41.9% | +10.1% | -52.0% | -33.6% |
| 6M | -61.2% | -0.1% | -61.1% | -58.3% |
| YTD | -46.2% | +18.4% | -64.6% | -26.3% |
| 1Y | -65.2% | +31.3% | -96.5% | -44.8% |
| 3Y | -94.6% | +124.6% | -219.2% | -79.7% |
| 5Y | -99.7% | +192.0% | -291.7% | -97.9% |
| 10Y | -100.0% | +216.0% | -316.0% | -100.0% |
| All | -100.0% | +234.7% | -334.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling