+61.4%
IYR vs VXX
-99.0%
+160.4%
-42.3%
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% | +0.1% |
| 7D | -1.4% | +2.0% | -3.3% | -1.0% |
| 30D | -2.7% | -7.1% | +4.4% | -3.7% |
| 3M | -2.1% | -28.6% | +26.5% | -6.8% |
| 6M | +3.6% | -44.0% | +47.6% | -4.2% |
| YTD | +8.1% | -31.7% | +39.9% | +3.7% |
| 1Y | +4.7% | -46.3% | +51.1% | -2.5% |
| 3Y | +29.1% | -78.3% | +107.4% | +13.9% |
| 5Y | +6.9% | -95.8% | +102.8% | -23.3% |
| All | +61.4% | -99.0% | +160.4% | +5.1% |
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