+142.0%
CBOE vs IAG
+796.9%
-654.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.7% |
| 30D | +2.0% | +10.6% | -8.7% | +1.9% |
| 3M | -4.2% | +35.4% | -39.6% | -4.5% |
| 6M | +1.2% | -9.5% | +10.7% | +1.6% |
| YTD | +15.4% | +21.8% | -6.5% | +14.9% |
| 1Y | +23.5% | +84.1% | -60.6% | +21.8% |
| 3Y | +93.2% | +817.4% | -724.2% | +83.6% |
| 5Y | +142.0% | +830.1% | -688.1% | +131.3% |
| All | +142.0% | +796.9% | -654.9% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling