-13.4%
ILMN vs VXX
-99.0%
+85.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -2.5% |
| 7D | -3.9% | +1.6% | -5.4% | -3.5% |
| 30D | +6.9% | -9.5% | +16.3% | +4.8% |
| 3M | +28.1% | -27.3% | +55.4% | +20.2% |
| 6M | +65.0% | -43.3% | +108.3% | +48.1% |
| YTD | +56.3% | -30.9% | +87.2% | +47.6% |
| 1Y | +108.7% | -47.2% | +155.9% | +87.8% |
| 3Y | +33.1% | -78.5% | +111.6% | +12.8% |
| 5Y | -54.1% | -95.6% | +41.5% | -70.3% |
| All | -13.4% | -99.0% | +85.6% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling