+75.1%
IWF vs CBOE
+136.7%
-61.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.9% |
| 7D | -0.9% | -5.8% | +4.9% | -0.6% |
| 30D | -1.7% | -3.1% | +1.4% | -1.6% |
| 3M | +0.7% | -4.8% | +5.4% | +0.9% |
| 6M | +8.6% | -0.6% | +9.1% | +7.8% |
| YTD | +3.5% | +12.8% | -9.3% | +1.1% |
| 1Y | +7.0% | +19.8% | -12.7% | +3.5% |
| 3Y | +76.3% | +86.9% | -10.6% | +44.6% |
| All | +75.1% | +136.7% | -61.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling