+1,249.3%
CBOE vs INDA
+109.8%
+1,139.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.8% | -2.6% | +1.8% | -0.1% |
| 30D | +2.7% | -2.9% | +5.6% | +3.5% |
| 3M | +0.7% | +2.4% | -1.7% | -0.1% |
| 6M | -2.0% | -2.6% | +0.6% | -1.6% |
| YTD | +17.1% | -10.0% | +27.1% | +20.0% |
| 1Y | +26.5% | -7.7% | +34.2% | +28.6% |
| 3Y | +96.1% | +8.9% | +87.2% | +88.1% |
| 5Y | +149.3% | +6.0% | +143.3% | +139.7% |
| 10Y | +386.5% | +84.4% | +302.1% | +285.0% |
| All | +1,249.3% | +109.8% | +1,139.5% | +860.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling