-70.5%
UVXY vs IRM
+19.5%
-90.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.7% | -15.8% | -12.6% |
| 7D | -6.3% | +2.6% | -8.9% | -3.6% |
| 30D | -2.7% | +5.6% | -8.3% | +3.3% |
| 3M | -29.9% | -4.7% | -25.2% | -31.2% |
| 6M | -56.5% | -6.1% | -50.4% | -57.0% |
| YTD | -54.8% | +46.3% | -101.1% | -29.3% |
| 1Y | -70.5% | +18.7% | -89.2% | -63.0% |
| All | -70.5% | +19.5% | -90.0% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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