-99.0%
VXX vs IONS
+1.4%
-100.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.1% |
| 7D | +1.6% | -8.7% | +10.2% | -2.9% |
| 30D | -9.5% | -1.6% | -7.8% | -9.9% |
| 3M | -27.3% | -24.9% | -2.4% | -36.2% |
| 6M | -43.3% | -25.7% | -17.6% | -50.1% |
| YTD | -30.9% | -29.2% | -1.7% | -40.1% |
| 1Y | -47.2% | -13.0% | -34.2% | -48.6% |
| 3Y | -78.5% | +35.9% | -114.4% | -69.2% |
| 5Y | -95.6% | +54.5% | -150.1% | -92.1% |
| All | -99.0% | +1.4% | -100.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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