-13.9%
IVOL vs SPY
+198.5%
-212.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -3.1% | +2.6% | -5.7% | -3.1% |
| 30D | -1.6% | -2.0% | +0.4% | -1.5% |
| 3M | -5.1% | -2.8% | -2.4% | -5.1% |
| 6M | -7.3% | +2.1% | -9.4% | -7.4% |
| YTD | -11.4% | +11.5% | -22.9% | -11.7% |
| 1Y | -10.9% | +13.5% | -24.3% | -11.3% |
| 3Y | -10.3% | +77.7% | -88.0% | -13.6% |
| 5Y | -28.3% | +72.6% | -100.9% | -30.8% |
| All | -13.9% | +198.5% | -212.3% | -25.1% |
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