-65.2%
UVXY vs IRE
-84.0%
+18.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.8% | +9.3% | +1.5% |
| 7D | +2.3% | +29.0% | -26.8% | +6.6% |
| 30D | -15.0% | +24.2% | -39.3% | -10.3% |
| 3M | -39.8% | -53.2% | +13.3% | -40.8% |
| 6M | -60.0% | -36.0% | -24.0% | -53.8% |
| YTD | -48.8% | -51.0% | +2.2% | -38.1% |
| All | -65.2% | -84.0% | +18.8% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling