+821.1%
IVV vs CBOE
+1,045.3%
-224.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -3.6% | +3.7% | +0.9% |
| 30D | +0.1% | +5.1% | -5.0% | -1.2% |
| 3M | +2.0% | +4.6% | -2.6% | +0.2% |
| 6M | +13.0% | -0.3% | +13.3% | +11.5% |
| YTD | +13.6% | +19.8% | -6.2% | +6.7% |
| 1Y | +20.1% | +28.4% | -8.3% | +10.5% |
| 3Y | +77.6% | +104.1% | -26.5% | +40.2% |
| 5Y | +82.5% | +150.9% | -68.4% | +34.0% |
| 10Y | +316.5% | +393.5% | -77.0% | +144.1% |
| All | +821.1% | +1,045.3% | -224.2% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling