+97.8%
IBM vs BOXX
+18.5%
+79.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +3.1% | +0.3% | +2.8% | +2.6% |
| 3M | -10.8% | +1.0% | -11.9% | -12.5% |
| 6M | -0.8% | +1.9% | -2.7% | -4.8% |
| YTD | -16.2% | +2.7% | -18.9% | -20.7% |
| 1Y | -2.9% | +4.0% | -6.9% | -10.1% |
| 3Y | +79.8% | +14.7% | +65.2% | +43.4% |
| All | +97.8% | +18.5% | +79.3% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling