+1,036.7%
CBOE vs IBN
+406.8%
+629.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.3% |
| 7D | -4.6% | -2.2% | -2.5% | -4.4% |
| 30D | +2.6% | -2.3% | +4.9% | +2.9% |
| 3M | +4.9% | +15.9% | -10.9% | +2.6% |
| 6M | -2.2% | +5.6% | -7.8% | -3.2% |
| YTD | +17.7% | -0.1% | +17.8% | +17.3% |
| 1Y | +26.1% | -6.5% | +32.6% | +26.8% |
| 3Y | +97.1% | +29.3% | +67.8% | +87.5% |
| 5Y | +149.2% | +56.6% | +92.6% | +128.9% |
| 10Y | +385.1% | +314.4% | +70.7% | +277.0% |
| All | +1,036.7% | +406.8% | +629.8% | +647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling