+21.2%
IGV vs CBOE
+145.0%
-123.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -5.4% | -3.7% | -1.7% | -5.0% |
| 30D | -2.6% | +2.0% | -4.6% | -2.8% |
| 3M | +10.5% | -4.2% | +14.8% | +10.9% |
| 6M | +18.2% | +1.2% | +17.0% | +16.5% |
| YTD | -4.2% | +15.4% | -19.6% | -7.8% |
| 1Y | -9.8% | +23.5% | -33.3% | -14.4% |
| 3Y | +39.1% | +93.2% | -54.1% | +7.8% |
| 5Y | +21.2% | +142.0% | -120.8% | -20.8% |
| All | +21.2% | +145.0% | -123.8% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling