+203.3%
IGV vs VXX
-98.9%
+302.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | +0.1% |
| 7D | -5.4% | +7.2% | -12.5% | -3.8% |
| 30D | -2.6% | -5.8% | +3.2% | -3.8% |
| 3M | +10.5% | -29.0% | +39.5% | +2.6% |
| 6M | +18.2% | -44.0% | +62.2% | +4.9% |
| YTD | -4.2% | -28.7% | +24.4% | -8.9% |
| 1Y | -9.8% | -45.2% | +35.4% | -18.4% |
| 3Y | +39.1% | -77.8% | +116.9% | +18.5% |
| 5Y | +21.2% | -95.6% | +116.8% | -21.7% |
| All | +203.3% | -98.9% | +302.2% | +81.2% |
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