-46.3%
VXX vs IDXX
-20.8%
-25.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.5% |
| 7D | +2.0% | -5.7% | +7.7% | -1.5% |
| 30D | -7.1% | -11.5% | +4.5% | -13.6% |
| 3M | -28.6% | -9.5% | -19.1% | -32.4% |
| 6M | -44.0% | -16.0% | -28.0% | -48.7% |
| YTD | -31.7% | -25.4% | -6.3% | -41.2% |
| 1Y | -46.3% | -21.8% | -24.6% | -52.1% |
| All | -46.3% | -20.8% | -25.6% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling