-61.2%
UVXY vs IVZ
+35.4%
-96.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +4.6% |
| 7D | +11.0% | -2.4% | +13.4% | +8.0% |
| 30D | -8.8% | +2.5% | -11.3% | -5.6% |
| 3M | -41.9% | +17.1% | -59.0% | -26.9% |
| 6M | -61.2% | +35.1% | -96.3% | -35.9% |
| All | -61.2% | +35.4% | -96.6% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling