+86.9%
CBOE vs IVZ
+134.7%
-47.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -5.8% | -2.4% | -3.4% | -6.0% |
| 30D | -3.1% | +3.0% | -6.2% | -2.9% |
| 3M | -4.8% | +14.9% | -19.6% | -3.6% |
| 6M | -0.6% | +36.7% | -37.3% | +2.2% |
| YTD | +12.8% | +25.7% | -12.9% | +15.4% |
| 1Y | +19.8% | +47.7% | -27.9% | +24.3% |
| 3Y | +86.9% | +138.8% | -51.9% | +103.7% |
| All | +86.9% | +134.7% | -47.8% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling