+358.9%
CBOE vs IFF
-20.3%
+379.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.3% |
| 30D | -3.1% | -0.3% | -2.9% | -3.1% |
| 3M | -4.8% | +8.4% | -13.2% | -6.3% |
| 6M | -0.6% | +23.0% | -23.6% | -4.6% |
| YTD | +12.8% | +25.5% | -12.7% | +7.6% |
| 1Y | +19.8% | +29.1% | -9.3% | +13.5% |
| 3Y | +86.9% | +31.7% | +55.3% | +72.6% |
| 5Y | +136.5% | -35.2% | +171.7% | +151.5% |
| All | +358.9% | -20.3% | +379.1% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling