+166.7%
IP vs CBOE
+1,256.0%
-1,089.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -5.1% | +5.3% | -10.3% | -6.4% |
| 30D | +8.5% | +25.5% | -16.9% | +1.8% |
| 3M | -13.8% | +22.5% | -36.3% | -18.9% |
| 6M | +5.7% | +2.6% | +3.1% | +3.4% |
| YTD | -9.1% | +41.8% | -50.9% | -20.0% |
| 1Y | -0.8% | +40.9% | -41.7% | -12.5% |
| 3Y | +14.8% | +108.7% | -93.9% | -13.3% |
| 5Y | -11.5% | +181.4% | -192.9% | -41.0% |
| 10Y | +27.9% | +531.6% | -503.6% | -41.7% |
| All | +166.7% | +1,256.0% | -1,089.3% | -28.8% |
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