-14.6%
IP vs CBOE
+201.6%
-216.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.9% | +4.5% | -5.4% | -0.9% |
| 30D | +6.7% | +26.2% | -19.5% | +6.5% |
| 3M | -16.6% | +27.1% | -43.7% | -16.7% |
| 6M | +6.0% | +4.2% | +1.8% | +7.0% |
| YTD | -10.7% | +48.0% | -58.7% | -11.9% |
| 1Y | -6.7% | +42.4% | -49.1% | -7.8% |
| 3Y | +17.1% | +116.8% | -99.7% | +9.0% |
| 5Y | -14.6% | +199.0% | -213.6% | -27.5% |
| All | -14.6% | +201.6% | -216.2% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling