-51.1%
VXX vs IVZ
+30.5%
-81.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.2% | -13.8% | -5.7% |
| 7D | -4.1% | +2.6% | -6.8% | -0.8% |
| 30D | -0.8% | -3.5% | +2.7% | -2.5% |
| 3M | -19.8% | -7.4% | -12.4% | -23.8% |
| 6M | -40.5% | +14.7% | -55.2% | -28.4% |
| YTD | -35.5% | +14.6% | -50.2% | -18.9% |
| 1Y | -51.1% | +30.7% | -81.8% | -26.7% |
| All | -51.1% | +30.5% | -81.6% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling