+208.1%
IVV vs VXX
-99.0%
+307.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.1% |
| 7D | -0.4% | +1.6% | -1.9% | 0.0% |
| 30D | -1.4% | -9.5% | +8.1% | -3.2% |
| 3M | +3.7% | -27.3% | +31.0% | -2.0% |
| 6M | +13.0% | -43.3% | +56.3% | +2.7% |
| YTD | +12.4% | -30.9% | +43.3% | +7.3% |
| 1Y | +18.6% | -47.2% | +65.8% | +8.4% |
| 3Y | +78.1% | -78.5% | +156.6% | +53.8% |
| 5Y | +82.3% | -95.6% | +177.9% | +24.2% |
| All | +208.1% | -99.0% | +307.1% | +94.3% |
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 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