+210.3%
IAU vs BURL
+244.4%
-34.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -7.0% | -4.3% | -2.6% | -7.0% |
| 3M | -12.3% | -28.8% | +16.5% | -12.1% |
| 6M | -17.9% | -12.8% | -5.1% | -17.9% |
| YTD | -10.3% | -12.8% | +2.5% | -10.2% |
| 1Y | -7.9% | -12.3% | +4.3% | -7.8% |
| 3Y | +98.7% | +92.7% | +6.0% | +98.4% |
| 5Y | +105.0% | -6.5% | +111.6% | +103.6% |
| All | +210.3% | +244.4% | -34.1% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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