-47.4%
VXX vs IRE
-84.4%
+37.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | +1.9% |
| 7D | -3.5% | +54.8% | -58.3% | +1.1% |
| 30D | -13.6% | +18.4% | -32.0% | -10.8% |
| 3M | -24.6% | -66.7% | +42.1% | -27.5% |
| 6M | -39.9% | -52.3% | +12.4% | -35.4% |
| YTD | -33.1% | -52.3% | +19.3% | -25.2% |
| All | -47.4% | -84.4% | +37.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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