-69.8%
UVXY vs IRM
+34.4%
-104.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +1.9% |
| 7D | -5.0% | -0.5% | -4.5% | -5.3% |
| 30D | -20.5% | -8.1% | -12.5% | -25.6% |
| 3M | -36.6% | -9.7% | -26.9% | -40.6% |
| 6M | -56.9% | +10.0% | -66.9% | -49.2% |
| YTD | -51.2% | +43.0% | -94.2% | -30.3% |
| 1Y | -69.8% | +32.7% | -102.5% | -62.5% |
| All | -69.8% | +34.4% | -104.2% | -62.5% |
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