+85.6%
IREN vs UVXY
-99.5%
+185.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -2.5% |
| 7D | +14.6% | +2.3% | +12.3% | +15.5% |
| 30D | +17.1% | -15.0% | +32.1% | +11.5% |
| 3M | -16.0% | -39.8% | +23.8% | -26.5% |
| 6M | +16.8% | -60.0% | +76.9% | -5.8% |
| YTD | +20.1% | -48.8% | +69.0% | +10.0% |
| 1Y | +50.3% | -67.3% | +117.6% | +24.6% |
| 3Y | +871.5% | -94.8% | +966.4% | +669.8% |
| All | +85.6% | -99.5% | +185.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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