-95.7%
VXX vs IDXX
-26.5%
-69.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.6% |
| 7D | +2.0% | -5.7% | +7.7% | -2.4% |
| 30D | -7.1% | -11.5% | +4.5% | -15.3% |
| 3M | -28.6% | -9.5% | -19.1% | -33.6% |
| 6M | -44.0% | -16.0% | -28.0% | -49.9% |
| YTD | -31.7% | -25.4% | -6.3% | -43.5% |
| 1Y | -46.3% | -21.8% | -24.6% | -53.2% |
| 3Y | -78.3% | +7.0% | -85.3% | -69.5% |
| All | -95.7% | -26.5% | -69.1% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling