+18.4%
BOXX vs IAG
+690.9%
-672.5%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | +0.3% | +10.6% | -10.3% | +0.3% |
| 3M | +1.0% | +35.4% | -34.4% | +1.0% |
| 6M | +1.9% | -9.5% | +11.5% | +1.9% |
| YTD | +2.6% | +21.8% | -19.2% | +2.6% |
| 1Y | +4.0% | +84.1% | -80.1% | +4.0% |
| 3Y | +14.6% | +817.4% | -802.7% | +14.5% |
| All | +18.4% | +690.9% | -672.5% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling