+510.9%
IBKR vs VXX
-99.0%
+609.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +1.2% |
| 7D | -1.3% | +2.0% | -3.3% | -0.8% |
| 30D | -0.2% | -7.1% | +6.9% | -1.7% |
| 3M | +3.0% | -28.6% | +31.6% | -4.0% |
| 6M | +33.9% | -44.0% | +77.8% | +19.8% |
| YTD | +42.5% | -31.7% | +74.2% | +35.5% |
| 1Y | +44.9% | -46.3% | +91.2% | +32.4% |
| 3Y | +293.0% | -78.3% | +371.3% | +239.9% |
| 5Y | +497.7% | -95.8% | +593.5% | +296.8% |
| All | +510.9% | -99.0% | +609.9% | +292.9% |
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