-83.7%
IRE vs BOXX
+3.5%
-87.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +13.9% | +15.3% |
| 7D | +54.8% | +0.1% | +54.7% | +57.2% |
| 30D | +18.4% | +0.4% | +18.0% | +28.0% |
| 3M | -66.7% | +1.0% | -67.8% | -64.5% |
| 6M | -52.3% | +2.0% | -54.3% | -74.2% |
| YTD | -52.3% | +2.6% | -54.9% | -91.0% |
| All | -83.7% | +3.5% | -87.2% | -99.8% |
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