+93.9%
ILMN vs VXX
-51.0%
+144.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.6% | +4.7% | -7.0% |
| 7D | -21.6% | -4.1% | -17.5% | -21.6% |
| 30D | -22.9% | -0.8% | -22.1% | -22.3% |
| 3M | +11.6% | -19.8% | +31.4% | +9.5% |
| 6M | +62.5% | -40.5% | +103.0% | +54.3% |
| YTD | +72.7% | -35.5% | +108.3% | +64.7% |
| 1Y | +93.9% | -51.1% | +145.0% | +73.2% |
| All | +93.9% | -51.0% | +144.9% | +73.2% |
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 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