+28.8%
IP vs BOXX
+18.4%
+10.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.1% |
| 7D | -5.3% | +0.1% | -5.3% | -5.4% |
| 30D | -10.9% | +0.4% | -11.2% | -11.4% |
| 3M | +11.2% | +1.0% | +10.1% | +9.2% |
| 6M | -10.2% | +2.0% | -12.2% | -13.1% |
| YTD | -2.0% | +2.6% | -4.6% | -5.6% |
| 1Y | -19.1% | +4.1% | -23.2% | -21.4% |
| 3Y | +20.9% | +14.7% | +6.1% | +74.5% |
| All | +28.8% | +18.4% | +10.4% | +161.5% |
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