+107.9%
ILMN vs VXX
-46.7%
+154.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +1.9% |
| 7D | -5.4% | +2.0% | -7.4% | -5.1% |
| 30D | +7.0% | -7.1% | +14.1% | +6.1% |
| 3M | +24.2% | -28.6% | +52.8% | +19.2% |
| 6M | +69.9% | -44.0% | +113.9% | +58.8% |
| YTD | +57.4% | -31.7% | +89.1% | +51.0% |
| 1Y | +107.9% | -46.3% | +154.2% | +93.9% |
| All | +107.9% | -46.7% | +154.6% | +93.9% |
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