+299.5%
IOVA vs BOXX
+4.0%
+295.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.6% |
| 7D | +9.7% | +0.1% | +9.7% | +10.6% |
| 30D | +102.5% | +0.4% | +102.2% | +109.8% |
| 3M | +100.7% | +1.0% | +99.7% | +109.7% |
| 6M | +106.3% | +2.0% | +104.4% | +128.1% |
| YTD | +222.0% | +2.6% | +219.3% | +267.0% |
| 1Y | +299.5% | +4.1% | +295.5% | +367.9% |
| All | +299.5% | +4.0% | +295.5% | +367.9% |
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