-44.0%
VXX vs IRE
-85.3%
+41.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.8% | +11.0% | +2.4% |
| 7D | +7.2% | +7.9% | -0.8% | +8.2% |
| 30D | -5.8% | +9.3% | -15.1% | -3.7% |
| 3M | -29.0% | -52.3% | +23.3% | -29.8% |
| 6M | -44.0% | -38.5% | -5.5% | -39.1% |
| YTD | -28.7% | -54.8% | +26.2% | -20.6% |
| All | -44.0% | -85.3% | +41.3% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling