+147.3%
IBM vs CBOE
+524.9%
-377.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +1.6% | +6.3% | -4.7% | +0.5% |
| 30D | +9.2% | +24.9% | -15.7% | +4.8% |
| 3M | +4.9% | +28.5% | -23.5% | -0.1% |
| 6M | +16.8% | +2.9% | +13.9% | +15.4% |
| YTD | -14.3% | +50.7% | -65.0% | -23.0% |
| 1Y | -16.7% | +45.5% | -62.2% | -24.6% |
| 3Y | +82.2% | +116.3% | -34.1% | +46.5% |
| 5Y | +149.9% | +204.3% | -54.4% | +79.7% |
| All | +147.3% | +524.9% | -377.7% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling