+66.3%
IBIT vs VXX
-68.4%
+134.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +0.2% |
| 7D | +1.1% | +1.6% | -0.4% | +1.6% |
| 30D | +22.2% | -9.5% | +31.7% | +19.3% |
| 3M | +26.0% | -27.3% | +53.3% | +17.1% |
| 6M | +13.2% | -43.3% | +56.5% | -0.1% |
| YTD | -10.8% | -30.9% | +20.1% | -15.7% |
| 1Y | -29.9% | -47.2% | +17.2% | -37.0% |
| All | +66.3% | -68.4% | +134.7% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling