+142.0%
CBOE vs IVZ
+57.9%
+84.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -3.7% | -2.4% | -1.3% | -3.7% |
| 30D | +2.0% | +2.5% | -0.5% | +1.9% |
| 3M | -4.2% | +17.1% | -21.3% | -4.5% |
| 6M | +1.2% | +35.1% | -34.0% | +0.8% |
| YTD | +15.4% | +24.3% | -8.9% | +15.1% |
| 1Y | +23.5% | +48.7% | -25.2% | +22.6% |
| 3Y | +93.2% | +135.6% | -42.4% | +86.4% |
| 5Y | +142.0% | +60.3% | +81.6% | +143.1% |
| All | +142.0% | +57.9% | +84.1% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling