-100.0%
UVXY vs IVZ
+299.5%
-399.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +1.1% |
| 7D | +2.3% | +1.2% | +1.1% | +4.7% |
| 30D | -15.0% | +1.8% | -16.8% | -12.0% |
| 3M | -39.8% | +15.7% | -55.6% | -18.1% |
| 6M | -60.0% | +36.3% | -96.4% | -22.7% |
| YTD | -48.8% | +24.9% | -73.8% | -9.4% |
| 1Y | -67.3% | +48.9% | -116.2% | -15.3% |
| 3Y | -94.8% | +136.8% | -231.6% | -39.0% |
| 5Y | -99.7% | +60.0% | -159.6% | -96.7% |
| 10Y | -100.0% | +63.4% | -163.4% | -100.0% |
| All | -100.0% | +299.5% | -399.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling