-19.1%
IP vs VXX
-51.1%
+32.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.3% |
| 7D | -5.3% | -3.5% | -1.8% | -6.0% |
| 30D | -10.9% | -13.6% | +2.7% | -13.9% |
| 3M | +11.2% | -24.6% | +35.8% | +4.4% |
| 6M | -10.2% | -39.9% | +29.6% | -18.7% |
| YTD | -2.0% | -33.1% | +31.1% | -9.0% |
| 1Y | -19.1% | -49.9% | +30.8% | -27.7% |
| All | -19.1% | -51.1% | +32.0% | -27.7% |
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 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