+20.3%
IP vs VXX
-79.2%
+99.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.8% |
| 7D | +0.1% | -3.0% | +3.1% | -0.4% |
| 30D | -11.2% | -11.5% | +0.2% | -12.9% |
| 3M | +12.3% | -27.3% | +39.7% | +7.2% |
| 6M | -5.2% | -49.6% | +44.3% | -13.8% |
| YTD | -4.0% | -32.0% | +28.1% | -7.9% |
| 1Y | -19.2% | -48.3% | +29.1% | -24.9% |
| 3Y | +20.3% | -78.9% | +99.2% | +7.5% |
| All | +20.3% | -79.2% | +99.5% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling