-100.0%
UVXY vs IWD
+558.8%
-658.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | -2.8% |
| 7D | -5.0% | -0.3% | -4.7% | -6.2% |
| 30D | -20.5% | +0.6% | -21.1% | -18.1% |
| 3M | -36.6% | +7.2% | -43.8% | -6.0% |
| 6M | -56.9% | +16.2% | -73.1% | +5.3% |
| YTD | -51.2% | +23.3% | -74.5% | +69.0% |
| 1Y | -69.8% | +29.6% | -99.3% | +45.0% |
| 3Y | -95.1% | +70.5% | -165.5% | +94.8% |
| 5Y | -99.7% | +73.5% | -173.1% | -74.2% |
| 10Y | -100.0% | +198.3% | -298.3% | -96.6% |
| All | -100.0% | +558.8% | -658.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling