+18.5%
BOXX vs IAG
+697.6%
-679.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +0.3% | +12.1% | -11.8% | +0.3% |
| 3M | +1.0% | +25.5% | -24.5% | +1.0% |
| 6M | +1.9% | -7.1% | +9.0% | +1.9% |
| YTD | +2.7% | +22.9% | -20.2% | +2.7% |
| 1Y | +4.0% | +83.3% | -79.3% | +4.0% |
| 3Y | +14.7% | +808.5% | -793.9% | +14.6% |
| All | +18.5% | +697.6% | -679.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling