It is true that the XIV started traded only in late 2010. But you can easily re-construct (using pandas or even Excel)
VXX and XIV back to 1990 by using their underlying indices.
No, you can not go back to 1990 by using indices.
While the VIX index itself goes back as far as 1990, futures on the VIX only commenced in 2004 and options in 2006. Without futures there is no contango/backwardation and no XIV or VXX.
The S&P Index on which XIV is based only goes back 10 years. What you need to do it to use the actual futures contracts to simulate XIV and VXX and you need to interpolate the front and second month as per the index. The left hand chart above is the drawdown chart obtained by maintaining a 1x short position in the VIX front month futures contract since 2004. No interpolation applied.
The right hand chart above is the drawdown of the S&P 500 VIX Short Term Futures Inverse Daily Index TR since 2007. As you can see the drawdown for XIV in the last crash would have been close to 90%. Not pretty!