+87.6%
ROIV vs CBOE
+42.5%
+45.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.5% |
| 7D | +9.2% | +4.5% | +4.7% | +9.6% |
| 30D | +19.9% | +26.2% | -6.3% | +21.6% |
| 3M | +10.6% | +27.1% | -16.5% | +12.5% |
| 6M | +36.1% | +4.2% | +31.9% | +39.3% |
| YTD | +84.3% | +48.0% | +36.2% | +73.7% |
| 1Y | +87.6% | +42.4% | +45.1% | +86.4% |
| All | +87.6% | +42.5% | +45.0% | +86.4% |
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