+268.4%
IONQ vs VXX
-95.3%
+363.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.6% | -1.7% |
| 7D | -5.6% | +7.2% | -12.7% | -2.0% |
| 30D | -15.2% | -5.8% | -9.4% | -17.3% |
| 3M | -34.9% | -29.0% | -5.9% | -44.3% |
| 6M | +4.9% | -44.0% | +48.9% | -17.5% |
| YTD | -17.9% | -28.7% | +10.8% | -24.9% |
| 1Y | -16.0% | -45.2% | +29.2% | -30.0% |
| 3Y | +90.5% | -77.8% | +168.3% | +49.9% |
| 5Y | +268.4% | -95.6% | +364.0% | +60.8% |
| All | +268.4% | -95.3% | +363.7% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling