+86.9%
CBOE vs IFF
+29.0%
+58.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.7% |
| 30D | -3.1% | -0.3% | -2.9% | -3.1% |
| 3M | -4.8% | +8.4% | -13.2% | -5.1% |
| 6M | -0.6% | +23.0% | -23.6% | -1.1% |
| YTD | +12.8% | +25.5% | -12.7% | +12.3% |
| 1Y | +19.8% | +29.1% | -9.3% | +19.3% |
| 3Y | +86.9% | +31.7% | +55.3% | +87.7% |
| All | +86.9% | +29.0% | +58.0% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling