+55.4%
IOT vs CBOE
+130.2%
-74.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.2% |
| 7D | -4.5% | -5.8% | +1.3% | -3.7% |
| 30D | -2.4% | -3.1% | +0.7% | -1.9% |
| 3M | +19.0% | -4.8% | +23.7% | +20.0% |
| 6M | +19.6% | -0.6% | +20.2% | +18.0% |
| YTD | +8.3% | +12.8% | -4.5% | +4.5% |
| 1Y | -0.8% | +19.8% | -20.6% | -5.6% |
| 3Y | +24.4% | +86.9% | -62.5% | -11.1% |
| All | +55.4% | +130.2% | -74.8% | -7.5% |
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