+70.1%
IWD vs CBOE
+96.4%
-26.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.2% | -0.8% | -0.4% | -1.2% |
| 30D | -1.6% | +2.7% | -4.3% | -1.6% |
| 3M | +7.0% | +0.7% | +6.3% | +7.0% |
| 6M | +17.0% | -2.0% | +18.9% | +17.0% |
| YTD | +21.6% | +17.1% | +4.5% | +22.0% |
| 1Y | +28.0% | +26.5% | +1.5% | +28.5% |
| All | +70.1% | +96.4% | -26.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling