+260.9%
IWF vs VXX
-99.0%
+359.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.2% |
| 7D | -0.9% | +2.0% | -2.9% | -0.4% |
| 30D | -1.7% | -7.1% | +5.4% | -3.2% |
| 3M | +0.7% | -28.6% | +29.3% | -5.9% |
| 6M | +8.6% | -44.0% | +52.5% | -2.7% |
| YTD | +3.5% | -31.7% | +35.3% | -2.0% |
| 1Y | +7.0% | -46.3% | +53.4% | -2.7% |
| 3Y | +76.3% | -78.3% | +154.6% | +51.5% |
| 5Y | +74.8% | -95.8% | +170.6% | +15.1% |
| All | +260.9% | -99.0% | +359.9% | +121.6% |
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 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