+652.8%
ICE vs CBOE
+1,025.9%
-373.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | -1.2% | -4.6% | +3.5% | +0.8% |
| 30D | +5.0% | +2.6% | +2.3% | +3.6% |
| 3M | +13.9% | +4.9% | +8.9% | +10.4% |
| 6M | -4.4% | -2.2% | -2.3% | -5.6% |
| YTD | -1.9% | +17.7% | -19.6% | -10.9% |
| 1Y | -8.1% | +26.1% | -34.2% | -19.3% |
| 3Y | +42.5% | +97.1% | -54.6% | -0.5% |
| 5Y | +40.6% | +149.2% | -108.5% | -13.1% |
| 10Y | +217.1% | +385.1% | -168.0% | +35.4% |
| All | +652.8% | +1,025.9% | -373.2% | +83.4% |
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