+168.1%
IJR vs CBOE
+368.5%
-200.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.0% |
| 7D | -2.2% | -5.8% | +3.6% | -0.8% |
| 30D | -4.6% | -3.1% | -1.4% | -4.0% |
| 3M | +0.2% | -4.8% | +5.0% | +0.7% |
| 6M | +14.7% | -0.6% | +15.3% | +13.0% |
| YTD | +18.9% | +12.8% | +6.1% | +12.9% |
| 1Y | +19.9% | +19.8% | +0.2% | +11.8% |
| 3Y | +53.0% | +86.9% | -33.9% | +20.0% |
| 5Y | +40.9% | +136.5% | -95.7% | -0.1% |
| All | +168.1% | +368.5% | -200.4% | +40.8% |
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