-51.1%
VXX vs IAG
+56.5%
-107.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +10.2% | -19.9% | -6.5% |
| 7D | -4.1% | +1.1% | -5.2% | -2.9% |
| 30D | -0.8% | -5.3% | +4.4% | -1.1% |
| 3M | -19.8% | +18.0% | -37.8% | -14.1% |
| 6M | -40.5% | +7.1% | -47.6% | -36.6% |
| YTD | -35.5% | +5.9% | -41.5% | -30.7% |
| 1Y | -51.1% | +59.4% | -110.5% | -28.2% |
| All | -51.1% | +56.5% | -107.6% | -28.2% |
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