+386.5%
CBOE vs IBB
+122.2%
+264.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.8% | -3.9% | +3.1% | +0.2% |
| 30D | +2.7% | +2.7% | 0.0% | +1.7% |
| 3M | +0.7% | +21.4% | -20.6% | -4.9% |
| 6M | -2.0% | +20.1% | -22.0% | -7.2% |
| YTD | +17.1% | +21.9% | -4.7% | +10.2% |
| 1Y | +26.5% | +44.1% | -17.6% | +13.3% |
| 3Y | +96.1% | +63.4% | +32.8% | +65.7% |
| 5Y | +149.3% | +19.8% | +129.5% | +131.5% |
| 10Y | +386.5% | +127.0% | +259.5% | +243.4% |
| All | +386.5% | +122.2% | +264.3% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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