-99.0%
VXX vs IBB
+80.6%
-179.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +0.2% |
| 7D | +1.6% | -3.9% | +5.4% | -5.1% |
| 30D | -9.5% | +2.7% | -12.2% | -4.9% |
| 3M | -27.3% | +21.4% | -48.6% | +2.7% |
| 6M | -43.3% | +20.1% | -63.4% | -19.4% |
| YTD | -30.9% | +21.9% | -52.7% | +2.6% |
| 1Y | -47.2% | +44.1% | -91.3% | +7.5% |
| 3Y | -78.5% | +63.4% | -141.9% | -30.8% |
| 5Y | -95.6% | +19.8% | -115.4% | -90.7% |
| All | -99.0% | +80.6% | -179.6% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling