+70.2%
IWM vs CBOE
+115.8%
-45.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.7% |
| 7D | +2.8% | +4.5% | -1.7% | +3.4% |
| 30D | +0.6% | +26.2% | -25.6% | +3.8% |
| 3M | -7.8% | +27.1% | -34.9% | -4.6% |
| 6M | -1.0% | +4.2% | -5.2% | -0.4% |
| YTD | +13.9% | +48.0% | -34.2% | +22.4% |
| 1Y | +15.4% | +42.4% | -27.0% | +23.1% |
| All | +70.2% | +115.8% | -45.7% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling