-16.4%
IDXX vs BOXX
+4.0%
-20.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +0.6% |
| 7D | -3.5% | +0.1% | -3.6% | -4.2% |
| 30D | -8.4% | +0.4% | -8.8% | -12.5% |
| 3M | -5.2% | +1.0% | -6.2% | -16.2% |
| 6M | -17.5% | +2.0% | -19.4% | -31.1% |
| YTD | -20.9% | +2.6% | -23.5% | -40.3% |
| 1Y | -16.4% | +4.1% | -20.5% | -50.6% |
| All | -16.4% | +4.0% | -20.4% | -50.6% |
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