+138.8%
IAU vs BOXX
+18.5%
+120.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.5% | +0.3% | -1.8% | -2.0% |
| 3M | +3.3% | +1.0% | +2.2% | +1.3% |
| 6M | -16.2% | +1.9% | -18.2% | -19.2% |
| YTD | +0.7% | +2.7% | -2.0% | -3.7% |
| 1Y | +19.2% | +4.0% | +15.2% | +12.9% |
| 3Y | +124.4% | +14.7% | +109.8% | +124.8% |
| All | +138.8% | +18.5% | +120.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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