-7.8%
IVOL vs VOO
+79.1%
-86.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.5% |
| 7D | -0.1% | +0.5% | -0.7% | 0.0% |
| 30D | -2.4% | -0.9% | -1.5% | -2.5% |
| 3M | -2.5% | +3.9% | -6.4% | -2.0% |
| 6M | -8.4% | +14.5% | -23.0% | -6.3% |
| YTD | -9.2% | +13.0% | -22.1% | -7.3% |
| 1Y | -11.6% | +19.4% | -31.0% | -8.9% |
| 3Y | -7.8% | +78.9% | -86.7% | +0.3% |
| All | -7.8% | +79.1% | -86.9% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling