+19.9%
IP vs BOXX
+19.3%
+0.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.4% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | +9.2% | +0.4% | +8.8% | +8.2% |
| 3M | -16.1% | +1.0% | -17.1% | -18.0% |
| 6M | +9.6% | +2.0% | +7.6% | +5.4% |
| YTD | -8.8% | +3.4% | -12.2% | -13.7% |
| 1Y | -5.5% | +4.1% | -9.6% | -10.4% |
| 3Y | +19.6% | +14.3% | +5.3% | +59.6% |
| All | +19.9% | +19.3% | +0.6% | +139.2% |
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