-99.0%
VXX vs IOVA
-33.6%
-65.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.0% |
| 7D | +1.6% | -2.2% | +3.8% | +1.1% |
| 30D | -9.5% | +31.7% | -41.2% | -2.9% |
| 3M | -27.3% | +117.3% | -144.6% | -10.2% |
| 6M | -43.3% | +55.8% | -99.1% | -33.5% |
| YTD | -30.9% | +208.8% | -239.7% | -2.3% |
| 1Y | -47.2% | +255.7% | -302.9% | -20.7% |
| 3Y | -78.5% | +41.7% | -120.2% | -65.8% |
| 5Y | -95.6% | -64.9% | -30.7% | -94.2% |
| All | -99.0% | -33.6% | -65.3% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling