+28.4%
CBOE vs INDA
-5.0%
+33.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.6% | +0.7% | -4.3% | -3.4% |
| 30D | +5.1% | -0.8% | +5.9% | +4.9% |
| 3M | +4.6% | +3.9% | +0.7% | +5.3% |
| 6M | -0.3% | -0.7% | +0.5% | -0.1% |
| YTD | +19.8% | -7.7% | +27.4% | +19.0% |
| 1Y | +28.4% | -5.1% | +33.5% | +28.1% |
| All | +28.4% | -5.0% | +33.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling