+152.5%
IVZ vs BOXX
+14.4%
+138.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | +4.3% | +0.4% | +3.9% | +2.2% |
| 3M | -9.3% | +1.0% | -10.4% | -14.0% |
| 6M | +5.2% | +2.0% | +3.2% | -4.8% |
| YTD | +13.4% | +3.4% | +10.0% | -3.9% |
| 1Y | +25.4% | +4.1% | +21.3% | +3.1% |
| 3Y | +152.5% | +14.4% | +138.1% | +73.5% |
| All | +152.5% | +14.4% | +138.1% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling