-99.0%
VXX vs IFF
-32.4%
-66.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.7% |
| 7D | +2.0% | -3.2% | +5.1% | -0.7% |
| 30D | -7.1% | -0.3% | -6.8% | -7.2% |
| 3M | -28.6% | +8.4% | -37.1% | -23.0% |
| 6M | -44.0% | +23.0% | -67.0% | -31.1% |
| YTD | -31.7% | +25.5% | -57.2% | -14.3% |
| 1Y | -46.3% | +29.1% | -75.4% | -30.3% |
| 3Y | -78.3% | +31.7% | -109.9% | -67.5% |
| 5Y | -95.8% | -35.2% | -60.6% | -96.3% |
| All | -99.0% | -32.4% | -66.6% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling