+9.6%
IP vs VXX
-36.7%
+46.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | -2.5% |
| 7D | -2.8% | +4.0% | -6.8% | -1.0% |
| 30D | +9.2% | +6.4% | +2.8% | +12.7% |
| 3M | -16.1% | -11.5% | -4.7% | -18.1% |
| 6M | +9.6% | -37.7% | +47.2% | -6.9% |
| All | +9.6% | -36.7% | +46.3% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling