Impermanent loss calculator.

Two models, two reserve rules

A full-range weighted pool follows a constant-mean invariant. Its loss against the matching hold basket is:

ILw(k) = kʷ ÷ (w·k + 1 − w) − 1

Where:

• w — token A’s entry weight.
• k — the relative price ratio between the assets.

Setting w = 0.5 gives the familiar 50/50 result. The range mode calculates bounded-liquidity inventory, values the same entry tokens at the end price as the hold benchmark, and compares that with the rebalanced position. After price crosses a bound, the position is one-sided.

How to read the chart

The horizontal axis is the relative price change between the assets, not token A’s standalone dollar return. The vertical distance below zero is the pool’s shortfall against holding before fees. Change the weight or range and the curve is recomputed locally.

What the share link contains

The query string records the selected model, prices, capital, fees, holding period, weight, and range bounds. Loading that URL restores the form. The canonical tag remains the clean path, so parameter combinations are not separate indexable pages.

Limits and risk

Endpoint models do not measure loss-versus-rebalancing along the path, gas, slippage, tick rounding, inactive time, or changing liquidity competition. Fees entered here are observed income, not a forecast. Use the output as a scenario check, not a return promise.

Sources

1. Uniswap v2 Core Whitepaper
2. Uniswap v3 Core Whitepaper
3. Balancer weighted-pool documentation