-78.3%
VXX vs IBB
+61.1%
-139.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.1% |
| 7D | +2.0% | -4.2% | +6.2% | -5.0% |
| 30D | -7.1% | +1.1% | -8.2% | -5.0% |
| 3M | -28.6% | +19.0% | -47.7% | -2.2% |
| 6M | -44.0% | +18.9% | -62.9% | -21.1% |
| YTD | -31.7% | +20.3% | -52.1% | +0.1% |
| 1Y | -46.3% | +41.5% | -87.8% | +9.6% |
| 3Y | -78.3% | +60.3% | -138.5% | -34.8% |
| All | -78.3% | +61.1% | -139.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling