-12.0%
IVOL vs VOO
+202.3%
-214.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | -2.5% | -1.4% | -1.1% | -2.5% |
| 3M | -2.9% | +3.7% | -6.7% | -3.1% |
| 6M | -9.0% | +13.0% | -22.1% | -9.5% |
| YTD | -9.5% | +12.4% | -21.9% | -9.9% |
| 1Y | -11.3% | +18.6% | -29.9% | -11.9% |
| 3Y | -8.2% | +78.1% | -86.2% | -11.6% |
| 5Y | -27.7% | +82.3% | -110.0% | -30.8% |
| All | -12.0% | +202.3% | -214.3% | -23.4% |
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