-10.3%
BURL vs IAG
+421.7%
-432.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.6% | -3.7% |
| 7D | -1.6% | -7.7% | +6.1% | -0.8% |
| 30D | -7.7% | +1.6% | -9.3% | -8.1% |
| 3M | -31.7% | -2.4% | -29.2% | -31.8% |
| 6M | -15.2% | -7.8% | -7.3% | -15.3% |
| YTD | -15.9% | +5.0% | -21.0% | -18.4% |
| 1Y | -14.2% | +25.7% | -39.9% | -18.7% |
| 3Y | +93.5% | +694.5% | -601.0% | +37.0% |
| All | -10.3% | +421.7% | -432.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling