-84.4%
IRE vs BOXX
+3.6%
-88.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +2.2% |
| 7D | -4.5% | +0.1% | -4.6% | -3.0% |
| 30D | -7.8% | +0.3% | -8.2% | -0.3% |
| 3M | -60.0% | +1.0% | -61.0% | -56.1% |
| 6M | -48.3% | +1.9% | -50.2% | -69.1% |
| YTD | -54.5% | +2.7% | -57.1% | -91.3% |
| All | -84.4% | +3.6% | -88.0% | -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