+86.6%
BURL vs IAG
+621.5%
-535.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.2% | -8.8% | -2.3% |
| 7D | +4.1% | +21.4% | -17.3% | +2.2% |
| 30D | -9.5% | +4.0% | -13.5% | -10.0% |
| 3M | -33.5% | +17.0% | -50.5% | -34.8% |
| 6M | -22.1% | +1.4% | -23.5% | -22.9% |
| YTD | -14.6% | +13.8% | -28.3% | -17.5% |
| 1Y | -8.4% | +55.8% | -64.2% | -15.1% |
| 3Y | +86.6% | +647.4% | -560.9% | +32.5% |
| All | +86.6% | +621.5% | -535.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling