-16.7%
IP vs VXX
-99.0%
+82.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.2% | -1.5% |
| 7D | -0.9% | -17.5% | +16.6% | -4.2% |
| 30D | +6.7% | +9.8% | -3.1% | +10.1% |
| 3M | -16.6% | -5.9% | -10.7% | -16.2% |
| 6M | +6.0% | -34.1% | +40.1% | +0.2% |
| YTD | -10.7% | -30.8% | +20.2% | -13.2% |
| 1Y | -6.7% | -44.4% | +37.7% | -12.6% |
| 3Y | +17.1% | -77.0% | +94.2% | +3.2% |
| 5Y | -14.6% | -94.4% | +79.8% | -38.1% |
| All | -16.7% | -99.0% | +82.3% | -46.9% |
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