+525.7%
IWD vs CBOE
+1,045.3%
-519.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -0.3% | -3.6% | +3.3% | +0.6% |
| 30D | +0.6% | +5.1% | -4.5% | -0.8% |
| 3M | +7.2% | +4.6% | +2.6% | +5.3% |
| 6M | +16.2% | -0.3% | +16.5% | +14.6% |
| YTD | +23.3% | +19.8% | +3.6% | +15.5% |
| 1Y | +29.6% | +28.4% | +1.2% | +18.8% |
| 3Y | +70.5% | +104.1% | -33.6% | +33.9% |
| 5Y | +73.5% | +150.9% | -77.4% | +26.5% |
| 10Y | +198.3% | +393.5% | -195.2% | +72.8% |
| All | +525.7% | +1,045.3% | -519.6% | +152.5% |
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