-99.0%
VXX vs IRM
+407.9%
-506.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -2.5% |
| 7D | +2.0% | -1.4% | +3.4% | +0.8% |
| 30D | -7.1% | -7.4% | +0.3% | -13.0% |
| 3M | -28.6% | -7.4% | -21.3% | -32.7% |
| 6M | -44.0% | +8.7% | -52.7% | -37.5% |
| YTD | -31.7% | +40.9% | -72.7% | -2.3% |
| 1Y | -46.3% | +20.5% | -66.9% | -32.6% |
| 3Y | -78.3% | +101.7% | -180.0% | -47.8% |
| 5Y | -95.8% | +197.7% | -293.5% | -83.8% |
| All | -99.0% | +407.9% | -506.9% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling