+14.7%
IJR vs VXX
-45.7%
+60.4%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | -0.3% |
| 7D | -2.2% | +2.0% | -4.1% | -1.7% |
| 30D | -4.6% | -7.1% | +2.5% | -5.8% |
| 3M | +0.2% | -28.6% | +28.9% | -5.9% |
| 6M | +14.7% | -44.0% | +58.7% | +3.1% |
| All | +14.7% | -45.7% | +60.4% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling