+9.3%
ITOT vs BOXX
+4.1%
+5.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -4.8% | +0.1% | -4.8% | -4.9% |
| 30D | -5.9% | +0.4% | -6.2% | -6.6% |
| 3M | -4.9% | +1.0% | -5.9% | -7.0% |
| 6M | +1.4% | +2.0% | -0.5% | -3.7% |
| YTD | +8.4% | +3.3% | +5.1% | -8.9% |
| 1Y | +9.3% | +4.0% | +5.3% | -21.0% |
| All | +9.3% | +4.1% | +5.3% | -21.0% |
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