+64.4%
IBIT vs VXX
-68.8%
+133.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -0.9% |
| 7D | -3.2% | +2.0% | -5.2% | -2.7% |
| 30D | +22.0% | -7.1% | +29.1% | +19.9% |
| 3M | +21.4% | -28.6% | +50.0% | +12.2% |
| 6M | +9.2% | -44.0% | +53.2% | -3.9% |
| YTD | -11.8% | -31.7% | +19.9% | -17.0% |
| 1Y | -32.7% | -46.3% | +13.7% | -39.3% |
| All | +64.4% | -68.8% | +133.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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