-78.3%
VXX vs IOVA
+43.8%
-122.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.7% | -9.9% | -3.4% |
| 7D | +2.0% | -2.2% | +4.1% | +1.7% |
| 30D | -7.1% | +27.6% | -34.7% | -2.8% |
| 3M | -28.6% | +117.2% | -145.8% | -16.9% |
| 6M | -44.0% | +77.7% | -121.7% | -35.6% |
| YTD | -31.7% | +215.0% | -246.8% | -11.5% |
| 1Y | -46.3% | +255.4% | -301.7% | -27.6% |
| 3Y | -78.3% | +42.6% | -120.9% | -67.4% |
| All | -78.3% | +43.8% | -122.1% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling