-43.3%
VXX vs IBB
+23.4%
-66.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +0.9% |
| 7D | +1.6% | -3.9% | +5.4% | -2.0% |
| 30D | -9.5% | +2.7% | -12.2% | -6.5% |
| 3M | -27.3% | +21.4% | -48.6% | -6.4% |
| 6M | -43.3% | +20.1% | -63.4% | -26.3% |
| All | -43.3% | +23.4% | -66.7% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling