-11.1%
IVOL vs SPY
+190.9%
-202.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | -2.7% | +2.4% | -0.3% |
| 30D | -1.6% | -5.4% | +3.8% | -1.4% |
| 3M | -1.5% | -4.1% | +2.6% | -1.4% |
| 6M | -5.7% | +0.7% | -6.4% | -5.8% |
| YTD | -8.6% | +8.7% | -17.2% | -8.9% |
| 1Y | -8.0% | +10.9% | -18.9% | -8.4% |
| 3Y | -8.8% | +75.0% | -83.8% | -12.1% |
| 5Y | -25.9% | +67.8% | -93.7% | -28.5% |
| All | -11.1% | +190.9% | -202.1% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling