-99.0%
VXX vs IBB
+78.3%
-177.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.0% |
| 7D | +2.0% | -4.2% | +6.2% | -5.3% |
| 30D | -7.1% | +1.1% | -8.2% | -5.1% |
| 3M | -28.6% | +19.0% | -47.7% | -2.8% |
| 6M | -44.0% | +18.9% | -62.9% | -21.6% |
| YTD | -31.7% | +20.3% | -52.1% | -0.8% |
| 1Y | -46.3% | +41.5% | -87.8% | +5.7% |
| 3Y | -78.3% | +60.3% | -138.5% | -32.2% |
| 5Y | -95.8% | +18.7% | -114.5% | -91.3% |
| All | -99.0% | +78.3% | -177.3% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling