-6.7%
IP vs VXX
-43.7%
+37.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.2% | -1.4% |
| 7D | -0.9% | -17.5% | +16.6% | -4.7% |
| 30D | +6.7% | +9.8% | -3.1% | +10.9% |
| 3M | -16.6% | -5.9% | -10.7% | -16.6% |
| 6M | +6.0% | -34.1% | +40.1% | -3.4% |
| YTD | -10.7% | -30.8% | +20.2% | -14.9% |
| 1Y | -6.7% | -44.4% | +37.7% | -16.4% |
| All | -6.7% | -43.7% | +37.0% | -16.4% |
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