-8.6%
IP vs VXX
-99.0%
+90.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.3% |
| 7D | -5.3% | -3.5% | -1.8% | -5.9% |
| 30D | -10.9% | -13.6% | +2.7% | -13.3% |
| 3M | +11.2% | -24.6% | +35.8% | +6.1% |
| 6M | -10.2% | -39.9% | +29.6% | -16.8% |
| YTD | -2.0% | -33.1% | +31.1% | -6.7% |
| 1Y | -19.1% | -49.9% | +30.8% | -26.3% |
| 3Y | +20.9% | -79.1% | +100.0% | +4.0% |
| 5Y | -17.8% | -95.6% | +77.7% | -43.8% |
| All | -8.6% | -99.0% | +90.4% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling