+232.5%
IYR vs CBOE
+1,025.9%
-793.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -0.4% | -4.6% | +4.3% | +0.8% |
| 30D | -2.5% | +2.6% | -5.2% | -3.3% |
| 3M | +1.5% | +4.9% | -3.5% | -0.6% |
| 6M | +3.9% | -2.2% | +6.0% | +3.0% |
| YTD | +9.5% | +17.7% | -8.2% | +2.9% |
| 1Y | +7.5% | +26.1% | -18.6% | -1.2% |
| 3Y | +30.8% | +97.1% | -66.3% | +3.5% |
| 5Y | +4.8% | +149.2% | -144.4% | -23.8% |
| 10Y | +64.3% | +385.1% | -320.7% | -3.8% |
| All | +232.5% | +1,025.9% | -793.5% | +33.8% |
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