-49.9%
VXX vs IBB
+51.5%
-101.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | -0.4% |
| 7D | -3.5% | +1.4% | -4.9% | -2.0% |
| 30D | -13.6% | +10.5% | -24.1% | -3.0% |
| 3M | -24.6% | +23.6% | -48.2% | -1.3% |
| 6M | -39.9% | +22.6% | -62.5% | -18.9% |
| YTD | -33.1% | +25.7% | -58.7% | -6.3% |
| 1Y | -49.9% | +51.4% | -101.3% | -17.8% |
| All | -49.9% | +51.5% | -101.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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