+253.7%
IBM vs CBOE
+1,317.1%
-1,063.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -1.7% | +6.9% | -8.7% | -2.9% |
| 30D | +10.1% | +24.1% | -14.1% | +5.6% |
| 3M | +4.8% | +30.9% | -26.1% | -0.7% |
| 6M | +12.6% | +5.9% | +6.8% | +10.2% |
| YTD | -13.9% | +48.2% | -62.1% | -22.1% |
| 1Y | -18.7% | +43.5% | -62.2% | -25.9% |
| 3Y | +81.9% | +117.0% | -35.1% | +48.5% |
| 5Y | +148.3% | +203.4% | -55.0% | +84.5% |
| 10Y | +143.6% | +515.9% | -372.3% | +51.0% |
| All | +253.7% | +1,317.1% | -1,063.4% | +71.3% |
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 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