-48.7%
IT vs BOXX
+18.4%
-67.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -12.7% | 0.0% | -12.8% | -12.9% |
| 30D | -8.9% | +0.3% | -9.2% | -10.2% |
| 3M | +10.1% | +1.0% | +9.2% | +3.7% |
| 6M | +7.3% | +1.9% | +5.3% | -3.9% |
| YTD | -32.4% | +2.6% | -35.0% | -41.1% |
| 1Y | -26.6% | +4.0% | -30.6% | -39.1% |
| 3Y | -51.8% | +14.6% | -66.4% | -59.6% |
| All | -48.7% | +18.4% | -67.2% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling