-14.9%
IP vs VXX
-99.0%
+84.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | -16.1% | -11.5% | -4.7% | -16.8% |
| 6M | +9.6% | -37.7% | +47.2% | +2.5% |
| YTD | -8.8% | -32.9% | +24.2% | -11.9% |
| 1Y | -5.5% | -45.9% | +40.3% | -11.9% |
| 3Y | +19.6% | -77.7% | +97.4% | +4.8% |
| 5Y | -13.5% | -94.8% | +81.3% | -38.2% |
| All | -14.9% | -99.0% | +84.1% | -46.1% |
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