-99.7%
UVXY vs IWD
+72.9%
-172.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | -0.3% |
| 7D | +2.3% | -1.2% | +3.5% | -3.3% |
| 30D | -15.0% | -1.6% | -13.4% | -21.6% |
| 3M | -39.8% | +7.0% | -46.8% | -14.0% |
| 6M | -60.0% | +17.0% | -77.0% | -5.3% |
| YTD | -48.8% | +21.6% | -70.5% | +54.8% |
| 1Y | -67.3% | +28.0% | -95.3% | +35.5% |
| 3Y | -94.8% | +70.6% | -165.4% | +49.0% |
| 5Y | -99.7% | +73.3% | -173.0% | -84.6% |
| All | -99.7% | +72.9% | -172.6% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling