+989.0%
CBOE vs ITOT
+792.2%
+196.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.7% |
| 7D | -5.8% | -0.9% | -4.9% | -5.4% |
| 30D | -3.1% | -1.5% | -1.7% | -2.5% |
| 3M | -4.8% | +3.6% | -8.3% | -6.7% |
| 6M | -0.6% | +13.7% | -14.3% | -7.4% |
| YTD | +12.8% | +12.9% | -0.1% | +5.3% |
| 1Y | +19.8% | +17.2% | +2.6% | +9.4% |
| 3Y | +86.9% | +75.6% | +11.3% | +31.5% |
| 5Y | +136.5% | +75.5% | +61.0% | +64.2% |
| 10Y | +368.4% | +302.0% | +66.5% | +83.9% |
| All | +989.0% | +792.2% | +196.8% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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