-98.9%
VXX vs IAG
+213.4%
-312.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +2.8% |
| 7D | +7.2% | -4.1% | +11.2% | +6.4% |
| 30D | -5.8% | +10.6% | -16.5% | -3.8% |
| 3M | -29.0% | +35.4% | -64.4% | -24.1% |
| 6M | -44.0% | -9.5% | -34.4% | -43.2% |
| YTD | -28.7% | +21.8% | -50.5% | -23.5% |
| 1Y | -45.2% | +84.1% | -129.3% | -36.2% |
| 3Y | -77.8% | +817.4% | -895.2% | -64.6% |
| 5Y | -95.6% | +830.1% | -925.7% | -92.5% |
| All | -98.9% | +213.4% | -312.4% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling