+216.9%
BURL vs IAG
+385.3%
-168.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.7% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -28.2% | +28.9% | -57.0% | -29.3% |
| 3M | -17.6% | +19.1% | -36.7% | -18.7% |
| 6M | -11.8% | -10.3% | -1.5% | -11.7% |
| YTD | -8.1% | +24.2% | -32.3% | -10.2% |
| 1Y | -12.0% | +116.5% | -128.4% | -17.1% |
| 3Y | +63.3% | +742.8% | -679.5% | +39.6% |
| 5Y | -10.8% | +753.3% | -764.1% | -25.9% |
| All | +216.9% | +385.3% | -168.4% | +166.5% |
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