+24.0%
IJR vs VXX
-51.1%
+75.1%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.5% |
| 7D | -0.2% | -3.5% | +3.3% | -0.8% |
| 30D | -2.4% | -13.6% | +11.2% | -5.1% |
| 3M | +3.9% | -24.6% | +28.5% | -1.1% |
| 6M | +12.4% | -39.9% | +52.3% | +3.5% |
| YTD | +21.5% | -33.1% | +54.5% | +15.1% |
| 1Y | +24.0% | -49.9% | +73.9% | +12.3% |
| All | +24.0% | -51.1% | +75.1% | +12.3% |
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