+208.9%
IVV vs VXX
-99.0%
+307.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | 0.0% |
| 7D | -0.8% | +2.0% | -2.8% | -0.4% |
| 30D | -1.1% | -7.1% | +6.0% | -2.4% |
| 3M | +3.9% | -28.6% | +32.5% | -2.2% |
| 6M | +13.6% | -44.0% | +57.6% | +3.0% |
| YTD | +12.7% | -31.7% | +44.4% | +7.3% |
| 1Y | +17.6% | -46.3% | +63.9% | +7.8% |
| 3Y | +77.3% | -78.3% | +155.6% | +53.5% |
| 5Y | +84.1% | -95.8% | +179.9% | +24.2% |
| All | +208.9% | -99.0% | +307.8% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling