+19.8%
CBOE vs IVZ
+49.7%
-29.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -5.8% | -2.4% | -3.4% | -5.9% |
| 30D | -3.1% | +3.0% | -6.2% | -2.9% |
| 3M | -4.8% | +14.9% | -19.6% | -4.0% |
| 6M | -0.6% | +36.7% | -37.3% | +1.6% |
| YTD | +12.8% | +25.7% | -12.9% | +15.1% |
| 1Y | +19.8% | +47.7% | -27.9% | +24.8% |
| All | +19.8% | +49.7% | -29.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling