+48.7%
IVZ vs BOXX
+4.0%
+44.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +2.5% | +0.3% | +2.2% | +2.1% |
| 3M | +17.1% | +1.0% | +16.1% | +16.0% |
| 6M | +35.1% | +1.9% | +33.2% | +36.4% |
| YTD | +24.3% | +2.6% | +21.7% | +34.1% |
| 1Y | +48.7% | +4.0% | +44.7% | +130.8% |
| All | +48.7% | +4.0% | +44.7% | +130.8% |
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 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