-98.9%
VXX vs IRM
+397.8%
-496.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +1.4% |
| 7D | +7.2% | -1.8% | +9.0% | +5.5% |
| 30D | -5.8% | -7.8% | +1.9% | -12.2% |
| 3M | -29.0% | -7.9% | -21.2% | -33.4% |
| 6M | -44.0% | +6.3% | -50.3% | -38.7% |
| YTD | -28.7% | +38.2% | -66.8% | +0.2% |
| 1Y | -45.2% | +19.8% | -65.0% | -31.5% |
| 3Y | -77.8% | +98.8% | -176.6% | -47.5% |
| 5Y | -95.6% | +191.8% | -287.4% | -83.4% |
| All | -98.9% | +397.8% | -496.8% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling