+1,014.0%
CBOE vs IFF
+165.3%
+848.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.7% | -2.8% | -0.9% | -3.2% |
| 30D | +2.0% | -1.1% | +3.1% | +2.1% |
| 3M | -4.2% | +13.8% | -18.1% | -7.1% |
| 6M | +1.2% | +16.7% | -15.5% | -2.8% |
| YTD | +15.4% | +26.1% | -10.7% | +8.8% |
| 1Y | +23.5% | +33.5% | -10.0% | +14.7% |
| 3Y | +93.2% | +31.6% | +61.6% | +75.6% |
| 5Y | +142.0% | -34.9% | +176.8% | +156.5% |
| 10Y | +379.2% | -20.3% | +399.5% | +352.3% |
| All | +1,014.0% | +165.3% | +848.8% | +569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling