+149.2%
CBOE vs IBB
+20.0%
+129.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | -4.6% | -1.7% | -3.0% | -4.4% |
| 30D | +2.6% | +4.9% | -2.2% | +1.8% |
| 3M | +4.9% | +24.2% | -19.3% | +1.0% |
| 6M | -2.2% | +23.8% | -26.0% | -5.8% |
| YTD | +17.7% | +23.0% | -5.2% | +13.3% |
| 1Y | +26.1% | +46.2% | -20.1% | +17.5% |
| 3Y | +97.1% | +64.8% | +32.3% | +75.2% |
| 5Y | +149.2% | +20.9% | +128.3% | +132.5% |
| All | +149.2% | +20.0% | +129.2% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling