+1,007.9%
IGV vs CBOE
+1,020.3%
-12.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.5% | -0.8% | -0.8% | -1.3% |
| 30D | -3.0% | +2.7% | -5.7% | -3.8% |
| 3M | +9.6% | +0.7% | +8.9% | +8.6% |
| 6M | +16.1% | -2.0% | +18.1% | +14.8% |
| YTD | -3.6% | +17.1% | -20.8% | -9.6% |
| 1Y | -7.8% | +26.5% | -34.3% | -15.7% |
| 3Y | +40.0% | +96.1% | -56.1% | +8.4% |
| 5Y | +21.2% | +149.3% | -128.1% | -14.1% |
| 10Y | +364.4% | +386.5% | -22.1% | +153.6% |
| All | +1,007.9% | +1,020.3% | -12.4% | +304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling