-11.4%
IVOL vs VOO
+205.4%
-216.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -1.9% | +0.1% | -2.0% | -1.9% |
| 3M | -2.7% | +2.0% | -4.8% | -2.8% |
| 6M | -7.8% | +13.0% | -20.8% | -8.3% |
| YTD | -8.8% | +13.6% | -22.4% | -9.3% |
| 1Y | -11.4% | +20.1% | -31.5% | -12.1% |
| 3Y | -7.5% | +77.6% | -85.1% | -10.8% |
| 5Y | -26.9% | +82.4% | -109.4% | -30.0% |
| All | -11.4% | +205.4% | -216.7% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling