+113.1%
IVV vs BOXX
+18.4%
+94.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.0% | +0.3% | -1.3% | -1.2% |
| 3M | +3.9% | +1.0% | +2.8% | +3.0% |
| 6M | +14.5% | +1.9% | +12.6% | +12.4% |
| YTD | +12.9% | +2.6% | +10.3% | +10.0% |
| 1Y | +19.4% | +4.0% | +15.3% | +15.1% |
| 3Y | +78.8% | +14.6% | +64.2% | +91.5% |
| All | +113.1% | +18.4% | +94.7% | +154.7% |
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