+419.0%
IWM vs CBOE
+1,316.0%
-897.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +2.8% | +4.5% | -1.7% | +1.6% |
| 30D | +0.6% | +26.2% | -25.6% | -5.7% |
| 3M | -7.8% | +27.1% | -34.9% | -14.1% |
| 6M | -1.0% | +4.2% | -5.2% | -3.4% |
| YTD | +13.9% | +48.0% | -34.2% | -0.6% |
| 1Y | +15.4% | +42.4% | -27.0% | +1.9% |
| 3Y | +70.2% | +116.8% | -46.6% | +27.4% |
| 5Y | +23.7% | +199.0% | -175.4% | -18.7% |
| 10Y | +147.8% | +515.4% | -367.6% | +19.7% |
| All | +419.0% | +1,316.0% | -897.0% | +60.1% |
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