+89.6%
BURL vs IAG
+573.1%
-483.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +3.5% | +4.5% | -1.1% | +3.0% |
| 30D | -9.3% | -5.7% | -3.6% | -9.0% |
| 3M | -32.1% | +10.1% | -42.2% | -33.0% |
| 6M | -19.8% | +7.3% | -27.1% | -21.2% |
| YTD | -13.2% | +6.1% | -19.3% | -15.6% |
| 1Y | -7.8% | +46.8% | -54.6% | -14.1% |
| All | +89.6% | +573.1% | -483.5% | +35.6% |
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