+2.0%
IBKR vs CBOE
+41.5%
-39.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.3% | -8.9% | -6.2% |
| 7D | -11.1% | +12.4% | -23.4% | -9.4% |
| 30D | -19.7% | +26.9% | -46.6% | -17.1% |
| 3M | -18.0% | +24.3% | -42.3% | -15.4% |
| 6M | -13.2% | +3.1% | -16.3% | -11.8% |
| YTD | +13.4% | +41.7% | -28.3% | +12.1% |
| 1Y | +2.0% | +41.5% | -39.5% | +0.7% |
| All | +2.0% | +41.5% | -39.5% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling