+132.2%
ILMN vs CBOE
+115.8%
+16.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.7% | +4.5% | -3.7% | +1.4% |
| 30D | -22.7% | +26.2% | -49.0% | -20.7% |
| 3M | +8.6% | +27.1% | -18.5% | +11.6% |
| 6M | +43.8% | +4.2% | +39.6% | +47.3% |
| YTD | +59.8% | +48.0% | +11.7% | +68.5% |
| 1Y | +71.8% | +42.4% | +29.3% | +80.2% |
| All | +132.2% | +115.8% | +16.3% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling