+55.4%
IOT vs VXX
-94.9%
+150.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -1.6% |
| 7D | -4.5% | +2.0% | -6.5% | -3.8% |
| 30D | -2.4% | -7.1% | +4.7% | -4.6% |
| 3M | +19.0% | -28.6% | +47.6% | +6.8% |
| 6M | +19.6% | -44.0% | +63.6% | -0.1% |
| YTD | +8.3% | -31.7% | +40.0% | -1.7% |
| 1Y | -0.8% | -46.3% | +45.5% | -15.7% |
| 3Y | +24.4% | -78.3% | +102.7% | -7.4% |
| All | +55.4% | -94.9% | +150.3% | -35.7% |
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