+82.6%
IVV vs VXX
-95.3%
+177.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | 0.0% |
| 7D | -2.0% | +7.2% | -9.2% | -0.7% |
| 30D | -1.6% | -5.8% | +4.2% | -2.6% |
| 3M | +4.8% | -29.0% | +33.8% | -1.1% |
| 6M | +12.6% | -44.0% | +56.6% | +2.8% |
| YTD | +11.8% | -28.7% | +40.5% | +7.6% |
| 1Y | +17.6% | -45.2% | +62.7% | +8.9% |
| 3Y | +77.0% | -77.8% | +154.8% | +54.7% |
| 5Y | +82.6% | -95.6% | +178.2% | +22.3% |
| All | +82.6% | -95.3% | +177.9% | +22.3% |
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