+557.7%
IT vs CBOE
+1,025.9%
-468.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -6.9% |
| 7D | -9.1% | -4.6% | -4.5% | -7.7% |
| 30D | -7.0% | +2.6% | -9.6% | -8.0% |
| 3M | +7.6% | +4.9% | +2.7% | +5.2% |
| 6M | +2.1% | -2.2% | +4.3% | +0.8% |
| YTD | -31.6% | +17.7% | -49.3% | -36.9% |
| 1Y | -29.9% | +26.1% | -56.0% | -37.2% |
| 3Y | -51.3% | +97.1% | -148.4% | -64.1% |
| 5Y | -44.8% | +149.2% | -194.0% | -63.2% |
| 10Y | +91.4% | +385.1% | -293.7% | -2.1% |
| All | +557.7% | +1,025.9% | -468.2% | +136.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling