-94.8%
UVXY vs IRM
+102.2%
-196.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.8% | -4.0% |
| 7D | +2.8% | -1.4% | +4.2% | +1.2% |
| 30D | -11.4% | -7.4% | -4.0% | -20.1% |
| 3M | -41.5% | -7.4% | -34.2% | -46.8% |
| 6M | -61.0% | +8.7% | -69.7% | -52.8% |
| YTD | -49.8% | +40.9% | -90.8% | -7.9% |
| 1Y | -66.4% | +20.5% | -87.0% | -51.0% |
| 3Y | -94.8% | +101.7% | -196.5% | -71.1% |
| All | -94.8% | +102.2% | -196.9% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling