+40.4%
ROIV vs CBOE
+2.5%
+37.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +13.3% | +1.0% | +12.3% | +13.4% |
| 30D | +14.8% | +16.0% | -1.2% | +16.0% |
| 3M | +11.9% | +23.4% | -11.5% | +13.9% |
| All | +40.4% | +2.5% | +37.9% | +51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling