-95.5%
VXX vs IWD
+73.1%
-168.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +2.3% |
| 7D | +7.2% | -2.3% | +9.5% | -0.2% |
| 30D | -5.8% | -1.8% | -4.1% | -10.7% |
| 3M | -29.0% | +8.0% | -37.1% | -9.2% |
| 6M | -44.0% | +17.0% | -61.0% | -5.6% |
| YTD | -28.7% | +21.3% | -50.0% | +37.2% |
| 1Y | -45.2% | +27.9% | -73.1% | +27.6% |
| 3Y | -77.8% | +70.1% | -147.9% | +47.8% |
| All | -95.5% | +73.1% | -168.6% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling