+358.9%
CBOE vs IAG
+427.6%
-68.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.3% |
| 7D | -5.8% | -1.1% | -4.7% | -5.8% |
| 30D | -3.1% | +12.1% | -15.3% | -3.4% |
| 3M | -4.8% | +25.5% | -30.3% | -5.2% |
| 6M | -0.6% | -7.1% | +6.5% | -0.4% |
| YTD | +12.8% | +22.9% | -10.1% | +11.9% |
| 1Y | +19.8% | +83.3% | -63.6% | +17.4% |
| 3Y | +86.9% | +808.5% | -721.6% | +74.3% |
| 5Y | +136.5% | +838.0% | -701.4% | +117.2% |
| All | +358.9% | +427.6% | -68.7% | +319.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling