-84.5%
IRE vs BOXX
+3.5%
-88.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.7% |
| 7D | +7.9% | 0.0% | +7.9% | +9.4% |
| 30D | +9.3% | +0.3% | +9.0% | +16.8% |
| 3M | -52.3% | +1.0% | -53.3% | -48.4% |
| 6M | -38.5% | +1.9% | -40.4% | -65.3% |
| YTD | -54.8% | +2.6% | -57.5% | -91.5% |
| All | -84.5% | +3.5% | -88.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling