-100.0%
UVXY vs IRM
+937.5%
-1,037.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +1.4% |
| 7D | +2.3% | +3.0% | -0.7% | +7.0% |
| 30D | -15.0% | -5.2% | -9.8% | -21.6% |
| 3M | -39.8% | -8.0% | -31.8% | -46.4% |
| 6M | -60.0% | +9.2% | -69.2% | -52.0% |
| YTD | -48.8% | +41.0% | -89.8% | -7.9% |
| 1Y | -67.3% | +23.3% | -90.5% | -51.0% |
| 3Y | -94.8% | +102.8% | -197.7% | -76.3% |
| 5Y | -99.7% | +192.8% | -292.5% | -96.5% |
| 10Y | -100.0% | +439.6% | -539.6% | -100.0% |
| All | -100.0% | +937.5% | -1,037.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling