+86.9%
CBOE vs IBN
+27.4%
+59.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.2% |
| 7D | -5.8% | -3.0% | -2.8% | -5.9% |
| 30D | -3.1% | -1.5% | -1.6% | -3.2% |
| 3M | -4.8% | +7.9% | -12.7% | -4.8% |
| 6M | -0.6% | +8.6% | -9.2% | -0.8% |
| YTD | +12.8% | -0.6% | +13.3% | +12.4% |
| 1Y | +19.8% | -7.3% | +27.1% | +19.4% |
| 3Y | +86.9% | +26.2% | +60.7% | +89.8% |
| All | +86.9% | +27.4% | +59.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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