+1,354.8%
CBOE vs IBB
+705.6%
+649.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +6.3% | -0.5% | +6.8% | +6.4% |
| 30D | +24.9% | +4.6% | +20.4% | +23.1% |
| 3M | +28.5% | +6.8% | +21.6% | +25.3% |
| 6M | +2.9% | +23.1% | -20.2% | -3.9% |
| YTD | +50.7% | +26.0% | +24.6% | +39.3% |
| 1Y | +45.5% | +30.4% | +15.1% | +33.0% |
| 3Y | +116.3% | +85.4% | +30.9% | +73.5% |
| 5Y | +204.3% | +39.7% | +164.6% | +165.1% |
| 10Y | +526.3% | +127.1% | +399.2% | +347.0% |
| All | +1,354.8% | +705.6% | +649.1% | +406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling