-11.7%
IVOL vs SPY
+202.3%
-214.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | -2.5% | +3.9% | -6.4% | -2.7% |
| 6M | -8.4% | +14.5% | -22.9% | -8.9% |
| YTD | -9.2% | +12.9% | -22.1% | -9.6% |
| 1Y | -11.6% | +19.4% | -31.0% | -12.2% |
| 3Y | -7.8% | +78.5% | -86.3% | -11.1% |
| 5Y | -27.3% | +81.8% | -109.0% | -30.2% |
| All | -11.7% | +202.3% | -214.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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