+123.4%
ILMN vs VXX
-51.1%
+174.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.5% |
| 7D | +1.2% | -3.5% | +4.7% | +0.7% |
| 30D | +9.2% | -13.6% | +22.8% | +7.1% |
| 3M | +29.8% | -24.6% | +54.4% | +25.5% |
| 6M | +69.2% | -39.9% | +109.1% | +59.2% |
| YTD | +66.4% | -33.1% | +99.4% | +59.1% |
| 1Y | +123.4% | -49.9% | +173.3% | +106.8% |
| All | +123.4% | -51.1% | +174.5% | +106.8% |
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