-3.5%
IR vs BOXX
+4.0%
-7.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.1% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -15.1% | +0.4% | -15.5% | -16.3% |
| 3M | +6.1% | +1.0% | +5.0% | +0.8% |
| 6M | -16.8% | +2.0% | -18.8% | -27.9% |
| YTD | -3.5% | +2.6% | -6.2% | -23.4% |
| 1Y | -3.5% | +4.1% | -7.6% | -21.4% |
| All | -3.5% | +4.0% | -7.5% | -21.4% |
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