+30.7%
IEMG vs VXX
-46.7%
+77.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.1% |
| 7D | -1.3% | +2.0% | -3.3% | -0.7% |
| 30D | +1.9% | -7.1% | +9.0% | +0.2% |
| 3M | +1.4% | -28.6% | +30.1% | -5.8% |
| 6M | +15.2% | -44.0% | +59.2% | +2.6% |
| YTD | +23.8% | -31.7% | +55.6% | +14.8% |
| 1Y | +30.7% | -46.3% | +77.0% | +19.0% |
| All | +30.7% | -46.7% | +77.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling