+81.0%
IWD vs BOXX
+18.4%
+62.6%
-15.7%
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 | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -1.6% | +0.3% | -2.0% | -1.8% |
| 3M | +7.0% | +1.0% | +6.0% | +6.4% |
| 6M | +17.0% | +1.9% | +15.0% | +15.8% |
| YTD | +21.6% | +2.6% | +19.0% | +20.0% |
| 1Y | +28.0% | +4.0% | +24.0% | +26.0% |
| 3Y | +70.6% | +14.6% | +55.9% | +89.1% |
| All | +81.0% | +18.4% | +62.6% | +129.3% |
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