+76.6%
IWM vs BOXX
+18.5%
+58.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.6% | +0.3% | -4.9% | -5.0% |
| 3M | -0.3% | +1.0% | -1.3% | -1.8% |
| 6M | +14.7% | +1.9% | +12.8% | +11.2% |
| YTD | +17.8% | +2.7% | +15.2% | +12.6% |
| 1Y | +21.2% | +4.0% | +17.2% | +14.1% |
| 3Y | +62.3% | +14.7% | +47.7% | +67.4% |
| All | +76.6% | +18.5% | +58.2% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling