+240.3%
IONQ vs VXX
-98.3%
+338.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | -2.3% |
| 7D | -7.0% | +2.0% | -9.0% | -6.0% |
| 30D | -18.7% | -7.1% | -11.6% | -21.1% |
| 3M | -36.6% | -28.6% | -8.0% | -44.9% |
| 6M | +7.2% | -44.0% | +51.2% | -13.6% |
| YTD | -18.1% | -31.7% | +13.6% | -25.9% |
| 1Y | -21.9% | -46.3% | +24.5% | -34.3% |
| 3Y | +86.7% | -78.3% | +165.0% | +52.4% |
| 5Y | +267.5% | -95.8% | +363.3% | +96.3% |
| All | +240.3% | -98.3% | +338.6% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling