-95.7%
VXX vs IBB
+18.1%
-113.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.1% |
| 7D | +2.0% | -4.2% | +6.2% | -4.4% |
| 30D | -7.1% | +1.1% | -8.2% | -5.2% |
| 3M | -28.6% | +19.0% | -47.7% | -5.8% |
| 6M | -44.0% | +18.9% | -62.9% | -24.0% |
| YTD | -31.7% | +20.3% | -52.1% | -4.1% |
| 1Y | -46.3% | +41.5% | -87.8% | -0.8% |
| 3Y | -78.3% | +60.3% | -138.5% | -39.3% |
| All | -95.7% | +18.1% | -113.8% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling