+144.6%
IEFA vs CBOE
+368.5%
-223.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | -1.6% | -5.8% | +4.2% | -0.5% |
| 30D | -1.5% | -3.1% | +1.7% | -1.1% |
| 3M | +3.4% | -4.8% | +8.2% | +3.8% |
| 6M | +9.5% | -0.6% | +10.0% | +8.2% |
| YTD | +13.0% | +12.8% | +0.3% | +8.5% |
| 1Y | +18.0% | +19.8% | -1.8% | +11.6% |
| 3Y | +65.4% | +86.9% | -21.6% | +38.3% |
| 5Y | +51.6% | +136.5% | -85.0% | +17.7% |
| All | +144.6% | +368.5% | -223.9% | +65.2% |
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