+291.1%
ROIV vs CBOE
+307.9%
-16.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +13.3% | +1.0% | +12.3% | +13.2% |
| 30D | +14.8% | +16.0% | -1.2% | +13.2% |
| 3M | +11.9% | +23.4% | -11.5% | +9.6% |
| 6M | +42.4% | +1.7% | +40.7% | +42.7% |
| YTD | +87.4% | +41.6% | +45.8% | +77.9% |
| 1Y | +97.2% | +38.5% | +58.8% | +88.0% |
| 3Y | +375.7% | +105.7% | +269.9% | +313.7% |
| 5Y | +379.0% | +185.4% | +193.6% | +260.4% |
| All | +291.1% | +307.9% | -16.8% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling