+188.3%
ITW vs CBOE
+368.5%
-180.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.6% |
| 7D | -0.7% | -5.8% | +5.1% | +0.5% |
| 30D | -8.3% | -3.1% | -5.2% | -7.8% |
| 3M | +6.0% | -4.8% | +10.8% | +6.6% |
| 6M | 0.0% | -0.6% | +0.5% | -1.3% |
| YTD | +10.2% | +12.8% | -2.6% | +5.3% |
| 1Y | +3.2% | +19.8% | -16.6% | -3.1% |
| 3Y | +21.0% | +86.9% | -66.0% | -1.7% |
| 5Y | +37.9% | +136.5% | -98.6% | +2.9% |
| All | +188.3% | +368.5% | -180.2% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling