-49.9%
VXX vs IAG
+119.5%
-169.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -13.6% | +28.9% | -42.5% | -7.9% |
| 3M | -24.6% | +19.1% | -43.7% | -19.5% |
| 6M | -39.9% | -10.3% | -29.6% | -37.2% |
| YTD | -33.1% | +24.2% | -57.3% | -27.9% |
| 1Y | -49.9% | +116.5% | -166.4% | -39.4% |
| All | -49.9% | +119.5% | -169.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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