+322.1%
IVV vs CBOE
+385.3%
-63.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.4% | +2.7% | -4.1% | -2.1% |
| 3M | +3.7% | +0.7% | +3.0% | +2.9% |
| 6M | +13.0% | -2.0% | +15.0% | +12.0% |
| YTD | +12.4% | +17.1% | -4.7% | +6.4% |
| 1Y | +18.6% | +26.5% | -7.9% | +9.8% |
| 3Y | +78.1% | +96.1% | -18.0% | +41.4% |
| 5Y | +82.3% | +149.3% | -67.0% | +32.1% |
| 10Y | +322.1% | +386.5% | -64.4% | +155.9% |
| All | +322.1% | +385.3% | -63.2% | +155.9% |
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