-27.7%
IVOL vs VOO
+72.9%
-100.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | -4.3% | -2.7% | -1.5% | -4.4% |
| 6M | -7.9% | +2.2% | -10.1% | -7.7% |
| YTD | -11.1% | +10.9% | -22.0% | -10.5% |
| 1Y | -10.6% | +11.3% | -21.9% | -10.0% |
| 3Y | -10.0% | +76.9% | -86.9% | -8.7% |
| All | -27.7% | +72.9% | -100.6% | -27.2% |
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