+42.6%
IOVA vs BOXX
+14.7%
+28.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +6.0% |
| 7D | -2.2% | +0.1% | -2.2% | -1.8% |
| 30D | +27.6% | +0.3% | +27.3% | +30.5% |
| 3M | +117.2% | +1.0% | +116.1% | +129.3% |
| 6M | +77.7% | +1.9% | +75.8% | +95.9% |
| YTD | +215.0% | +2.7% | +212.3% | +258.9% |
| 1Y | +255.4% | +4.0% | +251.3% | +331.3% |
| 3Y | +42.6% | +14.7% | +28.0% | +266.6% |
| All | +42.6% | +14.7% | +28.0% | +266.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling