+19.1%
IVV vs CBOE
+26.7%
-7.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.7% |
| 7D | +0.5% | -4.6% | +5.1% | +0.2% |
| 30D | -1.0% | +2.6% | -3.6% | -0.8% |
| 3M | +3.9% | +4.9% | -1.1% | +4.2% |
| 6M | +14.5% | -2.2% | +16.7% | +14.8% |
| YTD | +12.9% | +17.7% | -4.8% | +14.9% |
| All | +19.1% | +26.7% | -7.6% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling