+319.8%
ROIV vs CBOE
+146.7%
+173.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +22.3% | -0.8% | +23.1% | +22.4% |
| 30D | +16.9% | +2.7% | +14.2% | +16.4% |
| 3M | +43.9% | +0.7% | +43.2% | +43.2% |
| 6M | +41.6% | -2.0% | +43.6% | +41.0% |
| YTD | +92.7% | +17.1% | +75.5% | +84.5% |
| 1Y | +210.2% | +26.5% | +183.7% | +192.2% |
| 3Y | +231.8% | +96.1% | +135.7% | +163.5% |
| 5Y | +319.8% | +149.3% | +170.5% | +154.2% |
| All | +319.8% | +146.7% | +173.1% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling