-46.3%
VXX vs IFF
+33.4%
-79.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.5% |
| 7D | +2.0% | -3.2% | +5.1% | +0.9% |
| 30D | -7.1% | -0.3% | -6.8% | -7.1% |
| 3M | -28.6% | +8.4% | -37.1% | -26.1% |
| 6M | -44.0% | +23.0% | -67.0% | -38.4% |
| YTD | -31.7% | +25.5% | -57.2% | -22.5% |
| 1Y | -46.3% | +29.1% | -75.4% | -36.2% |
| All | -46.3% | +33.4% | -79.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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