+274.7%
IONQ vs VXX
-98.3%
+373.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +3.1% |
| 7D | +7.1% | -3.0% | +10.1% | +5.6% |
| 30D | -8.9% | -11.5% | +2.6% | -13.7% |
| 3M | -35.6% | -27.3% | -8.2% | -43.4% |
| 6M | +13.3% | -49.6% | +62.8% | -13.1% |
| YTD | -9.8% | -32.0% | +22.2% | -18.7% |
| 1Y | -1.3% | -48.3% | +47.0% | -18.5% |
| 3Y | +109.3% | -78.9% | +188.1% | +68.5% |
| 5Y | +304.7% | -95.6% | +400.3% | +117.6% |
| All | +274.7% | -98.3% | +373.0% | +59.4% |
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