+948.6%
INTU vs CBOE
+1,341.0%
-392.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.1% |
| 7D | +0.1% | +6.3% | -6.2% | -1.8% |
| 30D | +10.1% | +24.9% | -14.9% | +2.8% |
| 3M | -4.2% | +28.5% | -32.6% | -11.6% |
| 6M | -7.2% | +2.9% | -10.1% | -9.0% |
| YTD | -47.7% | +50.7% | -98.4% | -54.7% |
| 1Y | -46.7% | +45.5% | -92.2% | -53.4% |
| 3Y | -34.1% | +116.3% | -150.4% | -50.7% |
| 5Y | -43.3% | +204.3% | -247.6% | -62.8% |
| 10Y | +232.6% | +526.3% | -293.7% | +69.2% |
| All | +948.6% | +1,341.0% | -392.4% | +280.5% |
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 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