-11.7%
IVOL price history and return analytics
+157.4%
-169.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -2.5% | +4.5% | -7.1% | -2.8% |
| 6M | -8.4% | +14.1% | -22.5% | -9.0% |
| YTD | -9.2% | +14.8% | -23.9% | -9.8% |
| 1Y | -11.6% | +21.2% | -32.8% | -12.5% |
| 3Y | -7.8% | +76.6% | -84.4% | -11.4% |
| 5Y | -27.3% | +66.6% | -93.8% | -29.8% |
| All | -11.7% | +157.4% | -169.2% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling