+252.5%
BURL vs IAG
+336.8%
-84.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.7% | +5.4% | -0.8% |
| 7D | +5.9% | +16.8% | -11.0% | +4.8% |
| 30D | -8.3% | -1.5% | -6.8% | -8.3% |
| 3M | -31.6% | +0.5% | -32.1% | -31.8% |
| 6M | -16.6% | -1.0% | -15.6% | -17.0% |
| YTD | -12.1% | +12.3% | -24.4% | -13.8% |
| 1Y | -10.0% | +39.2% | -49.2% | -13.0% |
| 3Y | +94.3% | +712.3% | -618.0% | +65.7% |
| 5Y | -13.2% | +484.2% | -497.4% | -27.9% |
| 10Y | +252.5% | +382.3% | -129.8% | +197.3% |
| All | +252.5% | +336.8% | -84.3% | +197.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling