-10.1%
IVOL vs VOO
+77.5%
-87.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | -2.5% | -3.6% | +1.1% | -3.0% |
| 3M | -4.3% | -2.7% | -1.5% | -4.6% |
| 6M | -7.9% | +2.2% | -10.1% | -7.5% |
| YTD | -11.1% | +10.9% | -22.0% | -9.5% |
| 1Y | -10.6% | +11.3% | -21.9% | -8.9% |
| All | -10.1% | +77.5% | -87.5% | -14.3% |
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