+27.8%
ILMN vs CBOE
+385.3%
-357.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | +6.9% | +2.7% | +4.2% | +6.0% |
| 3M | +28.1% | +0.7% | +27.4% | +27.1% |
| 6M | +65.0% | -2.0% | +66.9% | +63.7% |
| YTD | +56.3% | +17.1% | +39.2% | +47.5% |
| 1Y | +108.7% | +26.5% | +82.2% | +92.7% |
| 3Y | +33.1% | +96.1% | -63.0% | +3.6% |
| 5Y | -54.1% | +149.3% | -203.4% | -67.4% |
| 10Y | +27.8% | +386.5% | -358.7% | -15.0% |
| All | +27.8% | +385.3% | -357.5% | -15.0% |
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