-1.3%
IWF vs VXX
-51.0%
+49.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | -1.9% |
| 7D | -4.2% | -4.1% | -0.1% | -4.8% |
| 30D | -8.1% | -0.8% | -7.3% | -7.8% |
| 3M | -5.1% | -19.8% | +14.7% | -9.2% |
| 6M | -1.4% | -40.5% | +39.1% | -10.9% |
| YTD | -0.1% | -35.5% | +35.5% | -6.2% |
| 1Y | -1.3% | -51.1% | +49.8% | -13.6% |
| All | -1.3% | -51.0% | +49.8% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling