-63.4%
UVXY vs IRE
-85.3%
+21.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.8% | +13.0% | +4.0% |
| 7D | +11.0% | +7.9% | +3.1% | +12.6% |
| 30D | -8.8% | +9.3% | -18.0% | -5.5% |
| 3M | -41.9% | -52.3% | +10.4% | -42.7% |
| 6M | -61.2% | -38.5% | -22.7% | -55.4% |
| YTD | -46.2% | -54.8% | +8.6% | -35.6% |
| All | -63.4% | -85.3% | +21.9% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling