-23.7%
VXX vs INIO
-40.3%
+16.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.7% | +8.8% | +1.6% |
| 7D | +7.2% | -3.4% | +10.5% | +6.3% |
| 30D | -5.8% | -28.6% | +22.8% | -14.0% |
| 3M | -29.0% | -37.6% | +8.6% | -36.5% |
| All | -23.7% | -40.3% | +16.6% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling