+235.5%
IOT vs BOXX
+18.5%
+217.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.7% |
| 7D | -4.5% | +0.1% | -4.6% | -5.1% |
| 30D | -2.4% | +0.3% | -2.8% | -5.9% |
| 3M | +19.0% | +1.0% | +17.9% | +5.9% |
| 6M | +19.6% | +1.9% | +17.7% | -1.6% |
| YTD | +8.3% | +2.7% | +5.6% | -16.1% |
| 1Y | -0.8% | +4.0% | -4.8% | -31.7% |
| 3Y | +24.4% | +14.7% | +9.8% | -60.5% |
| All | +235.5% | +18.5% | +217.0% | +70.2% |
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