-94.8%
UVXY vs IVZ
+134.7%
-229.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -4.9% |
| 7D | +2.8% | -2.4% | +5.2% | -1.2% |
| 30D | -11.4% | +3.0% | -14.4% | -6.2% |
| 3M | -41.5% | +14.9% | -56.4% | -22.8% |
| 6M | -61.0% | +36.7% | -97.8% | -25.4% |
| YTD | -49.8% | +25.7% | -75.5% | -11.4% |
| 1Y | -66.4% | +47.7% | -114.1% | -15.6% |
| 3Y | -94.8% | +138.8% | -233.6% | -46.3% |
| All | -94.8% | +134.7% | -229.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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