Depends. Your particular car, that front thing draws air in from around the bottom edge of the bonnet. Kinda need that to get it running right.
If you want the "wooshy" noises, take the air box out and remove the white plastic "milk bottle" attached to the bottom of the black air box. Leave the resulting hole open. It Allows extra cold air to be drawn in from behind the drivers side foglights area.
As far as performance gains, moot point. The Subaru factory airboxes are REALLY good, and for the most part, "upgrading" to a cai, particularly an under bonnet, in engine bay style pod filter will end up with you going backwards in power.
But nothing will give you anything like the sort of gains you'll get from a tune ;-)