+37.1%
ILMN vs VXX
-78.4%
+115.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +1.7% |
| 7D | -5.4% | +2.0% | -7.4% | -5.0% |
| 30D | +7.0% | -7.1% | +14.1% | +5.8% |
| 3M | +24.2% | -28.6% | +52.8% | +17.2% |
| 6M | +69.9% | -44.0% | +113.9% | +54.6% |
| YTD | +57.4% | -31.7% | +89.1% | +49.7% |
| 1Y | +107.9% | -46.3% | +154.2% | +90.5% |
| 3Y | +37.1% | -78.3% | +115.4% | +19.7% |
| All | +37.1% | -78.4% | +115.5% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling