-99.0%
VXX vs IVZ
+28.4%
-127.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.3% |
| 7D | +2.0% | -2.4% | +4.4% | -0.2% |
| 30D | -7.1% | +3.0% | -10.1% | -4.2% |
| 3M | -28.6% | +14.9% | -43.5% | -17.0% |
| 6M | -44.0% | +36.7% | -80.7% | -21.0% |
| YTD | -31.7% | +25.7% | -57.4% | -8.1% |
| 1Y | -46.3% | +47.7% | -94.0% | -13.9% |
| 3Y | -78.3% | +138.8% | -217.1% | -26.9% |
| 5Y | -95.8% | +62.1% | -157.9% | -87.3% |
| All | -99.0% | +28.4% | -127.4% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling