+41.5%
IBB vs BOXX
+4.0%
+37.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +1.1% | +0.3% | +0.8% | +1.4% |
| 3M | +19.0% | +1.0% | +18.0% | +17.5% |
| 6M | +18.9% | +1.9% | +16.9% | +10.8% |
| YTD | +20.3% | +2.7% | +17.7% | +6.6% |
| 1Y | +41.5% | +4.0% | +37.4% | +32.5% |
| All | +41.5% | +4.0% | +37.4% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling