-9.9%
VXX vs IAG
+10.3%
-20.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-11 to 2026-09-11.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.0% |
| 7D | +2.0% | -1.1% | +3.0% | +1.7% |
| 30D | -7.1% | +12.1% | -19.2% | -3.7% |
| All | -9.9% | +10.3% | -20.2% | -6.7% |
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 2026-08-11 to 2026-09-11: 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…
2026-08-11 to 2026-09-11 analysis · Full analysis span regression · Available span rolling