-14.2%
IVOL vs VOO
+202.0%
-216.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -2.7% | -2.3% | -0.3% | -2.6% |
| 3M | -5.1% | -1.2% | -3.9% | -5.0% |
| 6M | -8.0% | +3.3% | -11.3% | -8.1% |
| YTD | -11.7% | +12.3% | -24.1% | -12.2% |
| 1Y | -11.5% | +12.5% | -24.0% | -11.9% |
| 3Y | -10.6% | +79.2% | -89.8% | -14.0% |
| 5Y | -28.2% | +75.7% | -103.9% | -31.0% |
| All | -14.2% | +202.0% | -216.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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