-95.7%
VXX vs IFF
-35.8%
-59.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.6% |
| 7D | +2.0% | -3.2% | +5.1% | -0.2% |
| 30D | -7.1% | -0.3% | -6.8% | -7.1% |
| 3M | -28.6% | +8.4% | -37.1% | -24.0% |
| 6M | -44.0% | +23.0% | -67.0% | -33.2% |
| YTD | -31.7% | +25.5% | -57.2% | -17.0% |
| 1Y | -46.3% | +29.1% | -75.4% | -32.7% |
| 3Y | -78.3% | +31.7% | -109.9% | -69.4% |
| All | -95.7% | -35.8% | -59.9% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling