+23.7%
IP vs CBOE
+521.7%
-498.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.8% |
| 7D | 0.0% | +6.0% | -5.9% | -1.1% |
| 30D | +9.4% | +19.9% | -10.6% | +5.4% |
| 3M | -14.1% | +28.4% | -42.4% | -18.4% |
| 6M | +9.2% | +5.2% | +4.0% | +7.4% |
| YTD | -7.5% | +46.4% | -54.0% | -16.5% |
| 1Y | -2.8% | +41.8% | -44.6% | -11.5% |
| 3Y | +21.2% | +114.4% | -93.2% | -3.6% |
| 5Y | -11.5% | +202.9% | -214.4% | -37.9% |
| 10Y | +23.7% | +511.3% | -487.6% | -35.3% |
| All | +23.7% | +521.7% | -498.0% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling