-78.3%
VXX vs IQV
+22.1%
-100.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.1% |
| 7D | +2.0% | -2.2% | +4.2% | +0.5% |
| 30D | -7.1% | +8.3% | -15.4% | -1.3% |
| 3M | -28.6% | +44.6% | -73.2% | -5.7% |
| 6M | -44.0% | +52.6% | -96.6% | -21.7% |
| YTD | -31.7% | +16.1% | -47.9% | -23.3% |
| 1Y | -46.3% | +37.3% | -83.6% | -28.4% |
| 3Y | -78.3% | +21.6% | -99.8% | -69.1% |
| All | -78.3% | +22.1% | -100.3% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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