+10.6%
IOT vs VXX
-51.0%
+61.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.8% | +3.7% |
| 7D | -0.5% | -4.1% | +3.6% | -0.7% |
| 30D | +1.0% | -0.8% | +1.8% | +1.0% |
| 3M | +10.9% | -19.8% | +30.7% | +10.5% |
| 6M | +39.9% | -40.5% | +80.4% | +37.5% |
| YTD | +20.8% | -35.5% | +56.3% | +28.6% |
| 1Y | +10.6% | -51.1% | +61.7% | +6.2% |
| All | +10.6% | -51.0% | +61.6% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling