-7.5%
IGV vs VXX
-51.0%
+43.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | -1.0% |
| 7D | -7.5% | -4.1% | -3.4% | -8.0% |
| 30D | -5.6% | -0.8% | -4.8% | -5.3% |
| 3M | +1.5% | -19.8% | +21.3% | -1.8% |
| 6M | +17.1% | -40.5% | +57.6% | +7.8% |
| YTD | -2.0% | -35.5% | +33.6% | -4.9% |
| 1Y | -7.5% | -51.1% | +43.6% | -17.0% |
| All | -7.5% | -51.0% | +43.5% | -17.0% |
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