+358.9%
CBOE vs IRM
+440.8%
-81.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.3% | -2.6% |
| 7D | -5.8% | -1.4% | -4.4% | -5.6% |
| 30D | -3.1% | -7.4% | +4.2% | -2.0% |
| 3M | -4.8% | -7.4% | +2.6% | -3.9% |
| 6M | -0.6% | +8.7% | -9.2% | -2.5% |
| YTD | +12.8% | +40.9% | -28.2% | +5.6% |
| 1Y | +19.8% | +20.5% | -0.7% | +14.9% |
| 3Y | +86.9% | +101.7% | -14.8% | +58.2% |
| 5Y | +136.5% | +197.7% | -61.1% | +80.8% |
| All | +358.9% | +440.8% | -81.9% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling