+916.2%
INTU vs CBOE
+1,045.3%
-129.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -7.1% | -3.6% | -3.5% | -6.1% |
| 30D | +1.5% | +5.1% | -3.6% | -0.4% |
| 3M | +10.7% | +4.6% | +6.1% | +8.3% |
| 6M | -23.8% | -0.3% | -23.6% | -24.8% |
| YTD | -49.3% | +19.8% | -69.1% | -52.9% |
| 1Y | -49.7% | +28.4% | -78.0% | -54.3% |
| 3Y | -38.0% | +104.1% | -142.1% | -53.3% |
| 5Y | -38.7% | +150.9% | -189.6% | -57.4% |
| 10Y | +221.3% | +393.5% | -172.2% | +75.7% |
| All | +916.2% | +1,045.3% | -129.1% | +296.0% |
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 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