-95.7%
VXX vs IQV
-0.1%
-95.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -2.9% |
| 7D | +2.0% | -2.2% | +4.2% | +0.3% |
| 30D | -7.1% | +8.3% | -15.4% | -0.6% |
| 3M | -28.6% | +44.6% | -73.2% | -3.0% |
| 6M | -44.0% | +52.6% | -96.6% | -19.2% |
| YTD | -31.7% | +16.1% | -47.9% | -21.5% |
| 1Y | -46.3% | +37.3% | -83.6% | -26.5% |
| 3Y | -78.3% | +21.6% | -99.8% | -66.7% |
| All | -95.7% | -0.1% | -95.5% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling