-100.0%
UVXY vs IRM
+440.8%
-540.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.8% | -4.0% |
| 7D | +2.8% | -1.4% | +4.2% | +1.1% |
| 30D | -11.4% | -7.4% | -4.0% | -20.1% |
| 3M | -41.5% | -7.4% | -34.2% | -46.9% |
| 6M | -61.0% | +8.7% | -69.7% | -53.7% |
| YTD | -49.8% | +40.9% | -90.8% | -12.3% |
| 1Y | -66.4% | +20.5% | -87.0% | -52.1% |
| 3Y | -94.8% | +101.7% | -196.5% | -78.0% |
| 5Y | -99.7% | +197.7% | -297.4% | -97.1% |
| All | -100.0% | +440.8% | -540.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling