+79.8%
IBM vs VXX
-78.4%
+158.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +3.4% |
| 7D | +3.6% | +2.0% | +1.6% | +3.9% |
| 30D | +3.1% | -7.1% | +10.2% | +2.2% |
| 3M | -10.8% | -28.6% | +17.8% | -14.6% |
| 6M | -0.8% | -44.0% | +43.2% | -7.2% |
| YTD | -16.2% | -31.7% | +15.5% | -18.9% |
| 1Y | -2.9% | -46.3% | +43.5% | -8.2% |
| 3Y | +79.8% | -78.3% | +158.1% | +62.3% |
| All | +79.8% | -78.4% | +158.2% | +62.3% |
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