-66.0%
UVXY vs IRE
-82.8%
+16.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.2% | -8.0% | +3.8% |
| 7D | -4.7% | +58.9% | -63.6% | +2.6% |
| 30D | -17.1% | +17.2% | -34.2% | -13.2% |
| 3M | -39.9% | -58.6% | +18.7% | -41.9% |
| 6M | -66.9% | -23.5% | -43.4% | -60.6% |
| YTD | -50.1% | -47.4% | -2.7% | -39.0% |
| All | -66.0% | -82.8% | +16.8% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling