+12.2%
IOT vs CBOE
+29.2%
-17.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | -2.3% | -3.6% | +1.3% | -2.2% |
| 30D | +3.8% | +5.1% | -1.3% | +3.9% |
| 3M | +14.2% | +4.6% | +9.6% | +15.1% |
| 6M | +40.1% | -0.3% | +40.4% | +34.1% |
| YTD | +13.4% | +19.8% | -6.4% | +16.6% |
| 1Y | +12.2% | +28.4% | -16.2% | +25.6% |
| All | +12.2% | +29.2% | -17.0% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling