+38.4%
IGV vs VXX
-78.4%
+116.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.6% |
| 7D | -2.9% | +2.0% | -4.9% | -2.5% |
| 30D | -1.5% | -7.1% | +5.6% | -2.8% |
| 3M | +11.7% | -28.6% | +40.3% | +4.7% |
| 6M | +18.4% | -44.0% | +62.4% | +6.6% |
| YTD | -3.9% | -31.7% | +27.8% | -8.7% |
| 1Y | -9.7% | -46.3% | +36.7% | -17.5% |
| 3Y | +38.4% | -78.3% | +116.7% | +20.5% |
| All | +38.4% | -78.4% | +116.8% | +20.5% |
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