+100.9%
IWM vs VXX
-98.9%
+199.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -0.3% |
| 7D | -2.5% | +7.2% | -9.7% | -0.9% |
| 30D | -4.4% | -5.8% | +1.4% | -5.6% |
| 3M | +2.2% | -29.0% | +31.3% | -4.9% |
| 6M | +14.0% | -44.0% | +58.0% | +1.7% |
| YTD | +17.4% | -28.7% | +46.0% | +11.9% |
| 1Y | +22.9% | -45.2% | +68.1% | +11.8% |
| 3Y | +62.1% | -77.8% | +139.9% | +38.5% |
| 5Y | +38.2% | -95.6% | +133.8% | -10.6% |
| All | +100.9% | -98.9% | +199.9% | +17.7% |
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