-46.6%
VXX vs IRE
-82.8%
+36.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.2% | -8.7% | +2.5% |
| 7D | -3.0% | +58.9% | -61.9% | +1.8% |
| 30D | -11.5% | +17.2% | -28.6% | -8.8% |
| 3M | -27.3% | -58.6% | +31.3% | -29.1% |
| 6M | -49.6% | -23.5% | -26.1% | -43.9% |
| YTD | -32.0% | -47.4% | +15.4% | -23.3% |
| All | -46.6% | -82.8% | +36.2% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling