+26.5%
IP vs CBOE
+526.4%
-499.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -5.1% | +5.3% | -10.3% | -6.0% |
| 30D | +8.5% | +25.5% | -16.9% | +3.7% |
| 3M | -13.8% | +22.5% | -36.3% | -17.5% |
| 6M | +5.7% | +2.6% | +3.1% | +4.4% |
| YTD | -9.1% | +41.8% | -50.9% | -17.4% |
| 1Y | -0.8% | +40.9% | -41.7% | -9.8% |
| 3Y | +14.8% | +108.7% | -93.9% | -8.3% |
| 5Y | -11.5% | +181.4% | -192.9% | -36.7% |
| All | +26.5% | +526.4% | -499.9% | -35.4% |
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