+64.2%
BURL vs IAG
+746.3%
-682.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -28.2% | +28.9% | -57.0% | -30.0% |
| 3M | -17.6% | +19.1% | -36.7% | -19.3% |
| 6M | -11.8% | -10.3% | -1.5% | -11.6% |
| YTD | -8.1% | +24.2% | -32.3% | -11.8% |
| 1Y | -12.0% | +116.5% | -128.4% | -21.6% |
| All | +64.2% | +746.3% | -682.1% | +10.5% |
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