+120.6%
IBM vs CBOE
+146.7%
-26.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +3.6% | -0.8% | +4.3% | +3.6% |
| 30D | +1.5% | +2.7% | -1.2% | +1.5% |
| 3M | -12.9% | +0.7% | -13.6% | -13.1% |
| 6M | -3.9% | -2.0% | -1.9% | -5.2% |
| YTD | -17.3% | +17.1% | -34.5% | -19.9% |
| 1Y | -5.0% | +26.5% | -31.5% | -8.6% |
| 3Y | +78.2% | +96.1% | -17.9% | +60.8% |
| 5Y | +120.6% | +149.3% | -28.7% | +89.8% |
| All | +120.6% | +146.7% | -26.1% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling