-99.0%
VXX vs IWD
+133.9%
-232.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -1.8% |
| 7D | +2.0% | -0.8% | +2.8% | -0.1% |
| 30D | -7.1% | -0.8% | -6.2% | -9.1% |
| 3M | -28.6% | +6.9% | -35.6% | -13.2% |
| 6M | -44.0% | +18.3% | -62.3% | -7.0% |
| YTD | -31.7% | +22.4% | -54.1% | +27.2% |
| 1Y | -46.3% | +27.4% | -73.8% | +15.0% |
| 3Y | -78.3% | +71.2% | -149.4% | +36.0% |
| 5Y | -95.8% | +75.7% | -171.5% | -65.1% |
| All | -99.0% | +133.9% | -232.9% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling