+212.3%
IEFA vs CBOE
+1,122.1%
-909.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -1.1% | +2.7% | -3.8% | -1.7% |
| 3M | +5.1% | +0.7% | +4.4% | +4.4% |
| 6M | +9.3% | -2.0% | +11.3% | +8.5% |
| YTD | +13.0% | +17.1% | -4.2% | +7.8% |
| 1Y | +19.2% | +26.5% | -7.3% | +11.7% |
| 3Y | +67.0% | +96.1% | -29.1% | +39.1% |
| 5Y | +51.1% | +149.3% | -98.2% | +17.3% |
| 10Y | +146.5% | +386.5% | -240.0% | +60.4% |
| All | +212.3% | +1,122.1% | -909.8% | +56.9% |
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