+540.4%
IWD vs CBOE
+1,316.0%
-775.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +4.5% | -2.8% | +0.6% |
| 30D | +3.2% | +26.2% | -23.0% | -2.6% |
| 3M | +2.3% | +27.1% | -24.8% | -4.0% |
| 6M | +12.9% | +4.2% | +8.8% | +10.6% |
| YTD | +26.2% | +48.0% | -21.8% | +11.9% |
| 1Y | +28.3% | +42.4% | -14.2% | +14.8% |
| 3Y | +84.4% | +116.8% | -32.5% | +43.7% |
| 5Y | +73.0% | +199.0% | -126.1% | +20.8% |
| 10Y | +203.3% | +515.4% | -312.1% | +66.1% |
| All | +540.4% | +1,316.0% | -775.5% | +144.5% |
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 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