+1,036.7%
CBOE vs IAG
+25.7%
+1,011.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | -4.6% | +4.3% | -8.9% | -4.7% |
| 30D | +2.6% | +9.8% | -7.1% | +2.5% |
| 3M | +4.9% | +28.9% | -24.0% | +4.4% |
| 6M | -2.2% | -7.6% | +5.4% | -2.1% |
| YTD | +17.7% | +22.0% | -4.2% | +16.9% |
| 1Y | +26.1% | +99.5% | -73.4% | +23.6% |
| 3Y | +97.1% | +818.3% | -721.2% | +85.6% |
| 5Y | +149.2% | +785.9% | -636.7% | +132.5% |
| 10Y | +385.1% | +381.1% | +4.0% | +351.1% |
| All | +1,036.7% | +25.7% | +1,011.0% | +1,064.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling