-65.9%
UVXY vs IRE
-98.1%
+32.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -14.4% | +18.1% | +1.2% |
| 7D | -22.1% | -31.8% | +9.8% | -26.4% |
| 30D | +8.2% | -71.8% | +79.9% | -4.5% |
| 3M | -12.3% | -88.9% | +76.6% | -30.4% |
| 6M | -51.0% | -95.4% | +44.4% | -61.7% |
| YTD | -49.9% | -94.2% | +44.3% | -52.3% |
| 1Y | -67.7% | -97.1% | +29.4% | -70.4% |
| All | -65.9% | -98.1% | +32.2% | -69.4% |
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