+61.1%
ICE vs BOXX
+18.5%
+42.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.9% |
| 7D | -2.4% | +0.1% | -2.4% | -2.5% |
| 30D | +4.0% | +0.3% | +3.7% | +3.5% |
| 3M | +13.7% | +1.0% | +12.6% | +11.8% |
| 6M | +0.9% | +1.9% | -1.0% | -1.0% |
| YTD | -2.1% | +2.7% | -4.8% | -4.3% |
| 1Y | -9.5% | +4.0% | -13.6% | -12.3% |
| 3Y | +42.1% | +14.7% | +27.4% | +36.1% |
| All | +61.1% | +18.5% | +42.7% | +56.7% |
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