+139.8%
CBOE vs INDA
+5.7%
+134.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -5.8% | -2.7% | -3.1% | -5.6% |
| 30D | -3.1% | -2.8% | -0.4% | -2.9% |
| 3M | -4.8% | +1.6% | -6.4% | -5.0% |
| 6M | -0.6% | -1.4% | +0.9% | -0.5% |
| YTD | +12.8% | -10.1% | +22.9% | +14.4% |
| 1Y | +19.8% | -8.8% | +28.5% | +21.1% |
| 3Y | +86.9% | +7.6% | +79.3% | +77.9% |
| All | +139.8% | +5.7% | +134.2% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling