+101.8%
IWM vs VXX
-99.0%
+200.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | -0.6% |
| 7D | -2.4% | +2.0% | -4.4% | -1.9% |
| 30D | -4.6% | -7.1% | +2.5% | -6.1% |
| 3M | -0.3% | -28.6% | +28.3% | -7.2% |
| 6M | +14.7% | -44.0% | +58.7% | +2.3% |
| YTD | +17.8% | -31.7% | +49.6% | +11.3% |
| 1Y | +21.2% | -46.3% | +67.6% | +9.7% |
| 3Y | +62.3% | -78.3% | +140.6% | +38.2% |
| 5Y | +38.7% | -95.8% | +134.6% | -11.1% |
| All | +101.8% | -99.0% | +200.8% | +17.0% |
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