+94.6%
ROIV vs CBOE
+43.6%
+51.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.5% |
| 7D | +14.3% | +6.0% | +8.3% | +14.8% |
| 30D | +16.2% | +19.9% | -3.7% | +17.5% |
| 3M | +15.1% | +28.4% | -13.2% | +17.1% |
| 6M | +44.2% | +5.2% | +39.0% | +47.6% |
| YTD | +89.8% | +46.4% | +43.4% | +78.2% |
| 1Y | +94.6% | +41.8% | +52.8% | +89.1% |
| All | +94.6% | +43.6% | +51.0% | +89.1% |
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 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