+541.8%
IWD vs CBOE
+1,341.0%
-799.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.2% |
| 7D | +2.3% | +6.3% | -4.0% | +0.8% |
| 30D | +3.6% | +24.9% | -21.4% | -2.0% |
| 3M | +2.2% | +28.5% | -26.3% | -4.4% |
| 6M | +13.0% | +2.9% | +10.1% | +11.0% |
| YTD | +26.5% | +50.7% | -24.2% | +11.6% |
| 1Y | +30.1% | +45.5% | -15.3% | +15.9% |
| 3Y | +84.9% | +116.3% | -31.5% | +44.4% |
| 5Y | +73.4% | +204.3% | -131.0% | +20.5% |
| 10Y | +204.0% | +526.3% | -322.3% | +65.7% |
| All | +541.8% | +1,341.0% | -799.2% | +144.1% |
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 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