-21.3%
IT vs BOXX
+4.0%
-25.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -5.0% |
| 7D | -6.0% | +0.1% | -6.1% | -6.6% |
| 30D | 0.0% | +0.4% | -0.4% | -4.3% |
| 3M | +13.1% | +1.0% | +12.0% | -5.0% |
| 6M | +11.7% | +2.0% | +9.7% | -19.6% |
| YTD | -26.1% | +2.6% | -28.7% | -51.1% |
| 1Y | -21.3% | +4.1% | -25.3% | -59.4% |
| All | -21.3% | +4.0% | -25.3% | -59.4% |
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