-9.7%
IGV vs CBOE
+20.5%
-30.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.2% |
| 7D | -2.9% | -5.8% | +2.9% | -3.2% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | +11.7% | -4.8% | +16.4% | +11.5% |
| 6M | +18.4% | -0.6% | +19.0% | +15.6% |
| YTD | -3.9% | +12.8% | -16.7% | -5.3% |
| 1Y | -9.7% | +19.8% | -29.4% | -9.6% |
| All | -9.7% | +20.5% | -30.1% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling