+1,036.7%
CBOE vs IRM
+1,203.0%
-166.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -4.6% | +1.6% | -6.3% | -4.9% |
| 30D | +2.6% | -4.2% | +6.8% | +3.4% |
| 3M | +4.9% | -5.4% | +10.3% | +5.6% |
| 6M | -2.2% | +12.0% | -14.2% | -4.7% |
| YTD | +17.7% | +42.0% | -24.3% | +9.7% |
| 1Y | +26.1% | +29.9% | -3.8% | +19.0% |
| 3Y | +97.1% | +104.4% | -7.2% | +66.4% |
| 5Y | +149.2% | +191.0% | -41.8% | +92.4% |
| 10Y | +385.1% | +417.1% | -32.0% | +219.1% |
| All | +1,036.7% | +1,203.0% | -166.3% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling