+229.2%
ROIV vs CBOE
+95.4%
+133.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.7% | +20.4% | +18.6% |
| 7D | +20.2% | -4.6% | +24.8% | +19.9% |
| 30D | +14.1% | +2.6% | +11.5% | +14.4% |
| 3M | +45.6% | +4.9% | +40.7% | +46.0% |
| 6M | +44.1% | -2.2% | +46.3% | +45.1% |
| YTD | +91.2% | +17.7% | +73.4% | +92.9% |
| 1Y | +221.3% | +26.1% | +195.2% | +225.6% |
| 3Y | +229.2% | +97.1% | +132.1% | +253.5% |
| All | +229.2% | +95.4% | +133.8% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling