-46.4%
VXX vs IRE
-85.1%
+38.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.2% |
| 7D | +2.0% | -4.5% | +6.5% | +1.6% |
| 30D | -7.1% | -7.8% | +0.7% | -6.7% |
| 3M | -28.6% | -60.0% | +31.4% | -30.9% |
| 6M | -44.0% | -48.3% | +4.3% | -40.2% |
| YTD | -31.7% | -54.5% | +22.7% | -23.9% |
| All | -46.4% | -85.1% | +38.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling