-27.3%
IVOL vs VOO
+82.3%
-109.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | -2.5% | +3.9% | -6.4% | -2.3% |
| 6M | -8.4% | +14.5% | -23.0% | -7.7% |
| YTD | -9.2% | +13.0% | -22.1% | -8.5% |
| 1Y | -11.6% | +19.4% | -31.0% | -10.7% |
| 3Y | -7.8% | +78.9% | -86.7% | -6.5% |
| 5Y | -27.3% | +82.3% | -109.5% | -26.8% |
| All | -27.3% | +82.3% | -109.6% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling