-44.0%
VXX vs IVZ
+37.3%
-81.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.4% |
| 7D | +2.0% | -2.4% | +4.4% | +0.1% |
| 30D | -7.1% | +3.0% | -10.1% | -4.6% |
| 3M | -28.6% | +14.9% | -43.5% | -18.6% |
| 6M | -44.0% | +36.7% | -80.7% | -21.6% |
| All | -44.0% | +37.3% | -81.3% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling