+41.7%
ICE vs VXX
-95.6%
+137.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.5% |
| 7D | -2.4% | +2.0% | -4.4% | -2.1% |
| 30D | +4.0% | -7.1% | +11.1% | +3.2% |
| 3M | +13.7% | -28.6% | +42.3% | +9.6% |
| 6M | +0.9% | -44.0% | +44.9% | -4.9% |
| YTD | -2.1% | -31.7% | +29.6% | -5.1% |
| 1Y | -9.5% | -46.3% | +36.8% | -14.2% |
| 3Y | +42.1% | -78.3% | +120.3% | +28.1% |
| All | +41.7% | -95.6% | +137.4% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling