-100.0%
UVXY vs IWD
+201.1%
-301.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +3.9% |
| 7D | +11.0% | -2.3% | +13.4% | 0.0% |
| 30D | -8.8% | -1.8% | -7.0% | -15.6% |
| 3M | -41.9% | +8.0% | -49.9% | -16.0% |
| 6M | -61.2% | +17.0% | -78.2% | -14.4% |
| YTD | -46.2% | +21.3% | -67.5% | +46.9% |
| 1Y | -65.2% | +27.9% | -93.2% | +28.5% |
| 3Y | -94.6% | +70.1% | -164.6% | +30.0% |
| 5Y | -99.7% | +74.2% | -173.8% | -84.4% |
| All | -100.0% | +201.1% | -301.1% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling