+187.6%
IP vs CBOE
+1,045.3%
-857.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -3.6% | -1.6% | -4.4% |
| 30D | -10.9% | +5.1% | -15.9% | -12.3% |
| 3M | +11.2% | +4.6% | +6.6% | +8.6% |
| 6M | -10.2% | -0.3% | -10.0% | -11.9% |
| YTD | -2.0% | +19.8% | -21.7% | -9.3% |
| 1Y | -19.1% | +28.4% | -47.5% | -26.9% |
| 3Y | +20.9% | +104.1% | -83.3% | -9.1% |
| 5Y | -17.8% | +150.9% | -168.7% | -43.6% |
| 10Y | +23.5% | +393.5% | -370.0% | -39.0% |
| All | +187.6% | +1,045.3% | -857.7% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling