-5.3%
BURL vs IAG
+56.5%
-61.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.2% | -2.5% | +7.3% |
| 7D | +10.4% | +1.1% | +9.3% | +10.2% |
| 30D | -4.9% | -5.3% | +0.3% | -5.0% |
| 3M | -29.8% | +18.0% | -47.8% | -30.3% |
| 6M | -16.5% | +7.1% | -23.6% | -17.0% |
| YTD | -10.5% | +5.9% | -16.5% | -10.4% |
| 1Y | -5.3% | +59.4% | -64.7% | -3.0% |
| All | -5.3% | +56.5% | -61.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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