+114.0%
IBM vs VXX
-98.9%
+213.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.6% | -2.0% |
| 7D | -0.3% | +7.2% | -7.4% | +0.8% |
| 30D | -1.8% | -5.8% | +4.0% | -2.7% |
| 3M | -13.5% | -29.0% | +15.6% | -18.0% |
| 6M | -5.1% | -44.0% | +38.9% | -12.7% |
| YTD | -19.4% | -28.7% | +9.3% | -22.1% |
| 1Y | -6.5% | -45.2% | +38.6% | -12.7% |
| 3Y | +73.8% | -77.8% | +151.6% | +53.8% |
| 5Y | +116.3% | -95.6% | +212.0% | +52.8% |
| All | +114.0% | -98.9% | +213.0% | +40.4% |
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