+1,076.2%
IWF vs CBOE
+1,025.9%
+50.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +1.5% | -4.6% | +6.1% | +2.5% |
| 30D | -1.3% | +2.6% | -3.9% | -2.0% |
| 3M | +0.1% | +4.9% | -4.8% | -1.7% |
| 6M | +10.3% | -2.2% | +12.4% | +9.2% |
| YTD | +4.2% | +17.7% | -13.6% | -1.6% |
| 1Y | +9.3% | +26.1% | -16.8% | +1.2% |
| 3Y | +79.3% | +97.1% | -17.8% | +42.9% |
| 5Y | +73.8% | +149.2% | -75.4% | +27.9% |
| 10Y | +410.9% | +385.1% | +25.8% | +200.7% |
| All | +1,076.2% | +1,025.9% | +50.3% | +389.9% |
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