+284.5%
ROIV vs CBOE
+326.5%
-42.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | +9.2% | +4.5% | +4.7% | +8.8% |
| 30D | +19.9% | +26.2% | -6.3% | +17.4% |
| 3M | +10.6% | +27.1% | -16.5% | +8.1% |
| 6M | +36.1% | +4.2% | +31.9% | +36.2% |
| YTD | +84.3% | +48.0% | +36.2% | +74.3% |
| 1Y | +87.6% | +42.4% | +45.1% | +78.6% |
| 3Y | +353.9% | +116.8% | +237.1% | +292.5% |
| 5Y | +376.1% | +199.0% | +177.0% | +256.8% |
| All | +284.5% | +326.5% | -42.0% | +179.1% |
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