+112.9%
IJH vs VXX
-99.0%
+211.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.1% |
| 7D | -1.9% | +2.0% | -3.8% | -1.4% |
| 30D | -4.6% | -7.1% | +2.5% | -6.0% |
| 3M | -1.2% | -28.6% | +27.5% | -7.5% |
| 6M | +9.4% | -44.0% | +53.4% | -1.8% |
| YTD | +13.3% | -31.7% | +45.1% | +7.3% |
| 1Y | +13.4% | -46.3% | +59.7% | +3.2% |
| 3Y | +50.4% | -78.3% | +128.7% | +28.6% |
| 5Y | +49.0% | -95.8% | +144.8% | -3.0% |
| All | +112.9% | -99.0% | +211.9% | +26.0% |
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 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