-99.0%
VXX vs IWD
+133.8%
-232.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | -0.7% |
| 7D | -3.0% | -0.2% | -2.9% | -3.4% |
| 30D | -11.5% | -0.8% | -10.7% | -13.3% |
| 3M | -27.3% | +8.0% | -35.4% | -8.9% |
| 6M | -49.6% | +18.2% | -67.7% | -16.4% |
| YTD | -32.0% | +22.3% | -54.4% | +26.4% |
| 1Y | -48.3% | +28.9% | -77.2% | +14.1% |
| 3Y | -78.9% | +71.5% | -150.4% | +32.8% |
| 5Y | -95.6% | +73.6% | -169.2% | -64.3% |
| All | -99.0% | +133.8% | -232.8% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling