-95.7%
VXX vs IRM
+197.3%
-293.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -2.5% |
| 7D | +2.0% | -1.4% | +3.4% | +0.9% |
| 30D | -7.1% | -7.4% | +0.3% | -12.9% |
| 3M | -28.6% | -7.4% | -21.3% | -32.6% |
| 6M | -44.0% | +8.7% | -52.7% | -37.3% |
| YTD | -31.7% | +40.9% | -72.7% | -1.8% |
| 1Y | -46.3% | +20.5% | -66.9% | -32.4% |
| 3Y | -78.3% | +101.7% | -180.0% | -47.7% |
| All | -95.7% | +197.3% | -293.0% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling