-77.3%
VXX vs IWD
+69.4%
-146.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +2.1% |
| 7D | +7.2% | -2.3% | +9.5% | -1.9% |
| 30D | -5.8% | -1.8% | -4.1% | -11.9% |
| 3M | -29.0% | +8.0% | -37.1% | -3.6% |
| 6M | -44.0% | +17.0% | -61.0% | +7.3% |
| YTD | -28.7% | +21.3% | -50.0% | +61.1% |
| 1Y | -45.2% | +27.9% | -73.1% | +57.4% |
| All | -77.3% | +69.4% | -146.7% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling