+357.7%
IGV vs CBOE
+368.5%
-10.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.8% |
| 7D | -2.9% | -5.8% | +2.9% | -1.7% |
| 30D | -1.5% | -3.1% | +1.6% | -0.9% |
| 3M | +11.7% | -4.8% | +16.4% | +12.3% |
| 6M | +18.4% | -0.6% | +19.0% | +16.6% |
| YTD | -3.9% | +12.8% | -16.7% | -8.6% |
| 1Y | -9.7% | +19.8% | -29.4% | -15.6% |
| 3Y | +38.4% | +86.9% | -48.5% | +9.6% |
| 5Y | +21.6% | +136.5% | -114.9% | -12.3% |
| All | +357.7% | +368.5% | -10.8% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling