+23.9%
IP vs CBOE
+105.6%
-81.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -3.6% | -1.6% | -5.5% |
| 30D | -10.9% | +5.1% | -15.9% | -10.4% |
| 3M | +11.2% | +4.6% | +6.6% | +11.9% |
| 6M | -10.2% | -0.3% | -10.0% | -9.8% |
| YTD | -2.0% | +19.8% | -21.7% | -0.4% |
| 1Y | -19.1% | +28.4% | -47.5% | -17.3% |
| All | +23.9% | +105.6% | -81.7% | +28.0% |
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