+39.0%
CBOE vs IAG
+56.5%
-17.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.2% | -10.0% | +0.9% |
| 7D | +7.7% | +1.1% | +6.6% | +7.9% |
| 30D | +24.4% | -5.3% | +29.7% | +24.2% |
| 3M | +20.0% | +18.0% | +2.0% | +21.6% |
| 6M | +2.4% | +7.1% | -4.8% | +4.0% |
| YTD | +38.5% | +5.9% | +32.6% | +38.4% |
| 1Y | +39.0% | +59.4% | -20.4% | +32.4% |
| All | +39.0% | +56.5% | -17.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling