-66.4%
UVXY vs IRM
+22.0%
-88.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.8% | -5.2% |
| 7D | +2.8% | -1.4% | +4.2% | +1.9% |
| 30D | -11.4% | -7.4% | -4.0% | -16.4% |
| 3M | -41.5% | -7.4% | -34.2% | -44.2% |
| 6M | -61.0% | +8.7% | -69.7% | -54.5% |
| YTD | -49.8% | +40.9% | -90.8% | -28.2% |
| 1Y | -66.4% | +20.5% | -87.0% | -57.3% |
| All | -66.4% | +22.0% | -88.5% | -57.3% |
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