-22.6%
IP vs VXX
-44.8%
+22.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -0.2% |
| 7D | -5.9% | +7.2% | -13.1% | -4.3% |
| 30D | -17.0% | -5.8% | -11.2% | -18.1% |
| 3M | +8.9% | -29.0% | +37.9% | +0.7% |
| 6M | -10.0% | -44.0% | +34.0% | -19.9% |
| YTD | -9.8% | -28.7% | +18.9% | -14.9% |
| 1Y | -22.6% | -45.2% | +22.6% | -29.8% |
| All | -22.6% | -44.8% | +22.3% | -29.8% |
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