+1,031.0%
CBOE vs IVZ
+209.9%
+821.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.8% | +1.2% | -1.9% | -1.0% |
| 30D | +2.7% | +1.8% | +0.9% | +2.3% |
| 3M | +0.7% | +15.7% | -15.0% | -2.3% |
| 6M | -2.0% | +36.3% | -38.3% | -8.0% |
| YTD | +17.1% | +24.9% | -7.8% | +11.3% |
| 1Y | +26.5% | +48.9% | -22.4% | +15.9% |
| 3Y | +96.1% | +136.8% | -40.7% | +57.8% |
| 5Y | +149.3% | +60.0% | +89.3% | +113.0% |
| 10Y | +386.5% | +63.4% | +323.1% | +274.0% |
| All | +1,031.0% | +209.9% | +821.1% | +572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling