+82.2%
IVV vs CBOE
+151.5%
-69.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +0.5% | -4.6% | +5.1% | +0.9% |
| 30D | -1.0% | +2.6% | -3.6% | -1.2% |
| 3M | +3.9% | +4.9% | -1.1% | +3.2% |
| 6M | +14.5% | -2.2% | +16.7% | +14.2% |
| YTD | +12.9% | +17.7% | -4.8% | +9.7% |
| 1Y | +19.4% | +26.1% | -6.7% | +14.8% |
| 3Y | +78.8% | +97.1% | -18.3% | +48.9% |
| 5Y | +82.2% | +149.2% | -67.0% | +34.0% |
| All | +82.2% | +151.5% | -69.3% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling