-21.8%
IP vs VXX
-95.6%
+73.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -4.8% |
| 7D | -4.6% | +1.6% | -6.1% | -4.3% |
| 30D | -15.3% | -9.5% | -5.8% | -16.5% |
| 3M | +2.7% | -27.3% | +30.0% | -1.9% |
| 6M | -7.4% | -43.3% | +35.9% | -14.2% |
| YTD | -8.8% | -30.9% | +22.0% | -12.2% |
| 1Y | -22.4% | -47.2% | +24.7% | -27.7% |
| 3Y | +14.2% | -78.5% | +92.7% | +1.0% |
| 5Y | -21.8% | -95.6% | +73.8% | -43.8% |
| All | -21.8% | -95.6% | +73.7% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling