+307.4%
IVV vs CBOE
+521.7%
-214.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.0% |
| 7D | -0.6% | +6.0% | -6.6% | -1.8% |
| 30D | -3.7% | +19.9% | -23.6% | -7.3% |
| 3M | -2.7% | +28.4% | -31.1% | -8.0% |
| 6M | +2.2% | +5.2% | -2.9% | +0.4% |
| YTD | +10.9% | +46.4% | -35.5% | -0.1% |
| 1Y | +11.3% | +41.8% | -30.5% | +1.0% |
| 3Y | +76.9% | +114.4% | -37.6% | +39.8% |
| 5Y | +73.5% | +202.9% | -129.4% | +20.7% |
| 10Y | +307.4% | +511.3% | -203.9% | +138.2% |
| All | +307.4% | +521.7% | -214.3% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling