-51.1%
VXX vs IWD
+33.0%
-84.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -0.9% |
| 7D | -4.1% | +2.5% | -6.6% | +5.2% |
| 30D | -0.8% | +6.0% | -6.8% | +21.4% |
| 3M | -19.8% | +3.8% | -23.5% | -8.3% |
| 6M | -40.5% | +16.3% | -56.8% | +5.7% |
| YTD | -35.5% | +27.5% | -63.0% | +71.1% |
| 1Y | -51.1% | +32.8% | -83.9% | +55.4% |
| All | -51.1% | +33.0% | -84.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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