+232.4%
IBM vs CBOE
+1,045.3%
-812.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -3.6% | +3.3% | +0.4% |
| 30D | +0.3% | +5.1% | -4.8% | -0.8% |
| 3M | -21.6% | +4.6% | -26.2% | -22.6% |
| 6M | -4.7% | -0.3% | -4.4% | -6.2% |
| YTD | -19.1% | +19.8% | -38.8% | -23.7% |
| 1Y | -2.5% | +28.4% | -30.9% | -9.5% |
| 3Y | +74.2% | +104.1% | -29.9% | +42.7% |
| 5Y | +113.1% | +150.9% | -37.8% | +64.1% |
| 10Y | +133.5% | +393.5% | -260.0% | +51.1% |
| All | +232.4% | +1,045.3% | -812.9% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling