+22.1%
IP vs CBOE
+116.0%
-94.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.2% |
| 7D | -2.8% | +6.9% | -9.7% | -2.3% |
| 30D | +9.2% | +24.1% | -14.9% | +11.1% |
| 3M | -16.1% | +30.9% | -47.1% | -14.1% |
| 6M | +9.6% | +5.9% | +3.7% | +11.4% |
| YTD | -8.8% | +48.2% | -56.9% | -5.6% |
| 1Y | -5.5% | +43.5% | -49.0% | -2.5% |
| All | +22.1% | +116.0% | -94.0% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling