-99.7%
UVXY vs IVZ
+61.1%
-160.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -5.0% |
| 7D | +2.8% | -2.4% | +5.2% | -1.0% |
| 30D | -11.4% | +3.0% | -14.4% | -6.4% |
| 3M | -41.5% | +14.9% | -56.4% | -23.8% |
| 6M | -61.0% | +36.7% | -97.8% | -28.1% |
| YTD | -49.8% | +25.7% | -75.5% | -13.9% |
| 1Y | -66.4% | +47.7% | -114.1% | -20.4% |
| 3Y | -94.8% | +138.8% | -233.6% | -47.6% |
| All | -99.7% | +61.1% | -160.8% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling