+166.4%
IWM vs CBOE
+368.5%
-202.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.9% |
| 7D | -2.4% | -5.8% | +3.4% | -1.1% |
| 30D | -4.6% | -3.1% | -1.4% | -4.0% |
| 3M | -0.3% | -4.8% | +4.5% | +0.2% |
| 6M | +14.7% | -0.6% | +15.3% | +13.0% |
| YTD | +17.8% | +12.8% | +5.1% | +11.9% |
| 1Y | +21.2% | +19.8% | +1.4% | +13.0% |
| 3Y | +62.3% | +86.9% | -24.6% | +27.3% |
| 5Y | +38.7% | +136.5% | -97.8% | -1.5% |
| All | +166.4% | +368.5% | -202.2% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling