-70.5%
UVXY vs IRE
-97.6%
+27.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -23.2% | +9.1% | -17.6% |
| 7D | -6.3% | -46.8% | +40.5% | -14.0% |
| 30D | -2.7% | -75.5% | +72.8% | -18.2% |
| 3M | -29.9% | -79.4% | +49.5% | -40.9% |
| 6M | -56.5% | -91.3% | +34.8% | -63.5% |
| YTD | -54.8% | -90.8% | +36.0% | -55.4% |
| 1Y | -70.5% | -97.7% | +27.2% | -74.8% |
| All | -70.5% | -97.6% | +27.0% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling