-44.0%
VXX vs IBN
+3.0%
-47.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +2.5% |
| 7D | +7.2% | -5.5% | +12.6% | +0.6% |
| 30D | -5.8% | -3.4% | -2.4% | -9.4% |
| 3M | -29.0% | +8.7% | -37.7% | -19.7% |
| 6M | -44.0% | +3.7% | -47.7% | -40.7% |
| All | -44.0% | +3.0% | -47.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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