-97.7%
IRE vs BOXX
+4.1%
-101.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | 0.0% | -23.3% | -21.7% |
| 7D | -46.8% | +0.1% | -46.9% | -44.0% |
| 30D | -75.5% | +0.4% | -75.9% | -71.6% |
| 3M | -79.4% | +1.0% | -80.4% | -69.1% |
| 6M | -91.3% | +2.0% | -93.2% | -86.7% |
| YTD | -90.8% | +3.3% | -94.1% | -95.7% |
| 1Y | -97.7% | +4.1% | -101.8% | -99.9% |
| All | -97.7% | +4.1% | -101.8% | -99.9% |
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