+26.7%
CBOE vs IRE
-82.8%
+109.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.2% | -11.9% | -1.5% |
| 7D | -4.6% | +58.9% | -63.6% | -3.9% |
| 30D | +2.6% | +17.2% | -14.5% | +3.1% |
| 3M | +4.9% | -58.6% | +63.5% | +6.0% |
| 6M | -2.2% | -23.5% | +21.3% | -1.7% |
| YTD | +17.7% | -47.4% | +65.2% | +18.0% |
| All | +26.7% | -82.8% | +109.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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