+97.1%
CBOE vs IBB
+64.8%
+32.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.8% |
| 7D | -4.6% | -1.7% | -3.0% | -4.7% |
| 30D | +2.6% | +4.9% | -2.2% | +2.9% |
| 3M | +4.9% | +24.2% | -19.3% | +5.6% |
| 6M | -2.2% | +23.8% | -26.0% | -1.5% |
| YTD | +17.7% | +23.0% | -5.2% | +18.6% |
| 1Y | +26.1% | +46.2% | -20.1% | +28.3% |
| 3Y | +97.1% | +64.8% | +32.3% | +98.4% |
| All | +97.1% | +64.8% | +32.3% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling