-49.9%
VXX vs IOVA
+299.5%
-349.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.7% |
| 7D | -3.5% | +9.7% | -13.2% | -2.7% |
| 30D | -13.6% | +102.5% | -116.1% | -7.6% |
| 3M | -24.6% | +100.7% | -125.3% | -18.9% |
| 6M | -39.9% | +106.3% | -146.2% | -34.2% |
| YTD | -33.1% | +222.0% | -255.0% | -22.7% |
| 1Y | -49.9% | +299.5% | -349.5% | -42.4% |
| All | -49.9% | +299.5% | -349.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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