+209.5%
IAU vs BURL
+252.7%
-43.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +4.7% | +4.1% | +0.7% | +4.7% |
| 30D | -0.9% | -9.5% | +8.6% | -0.8% |
| 3M | -4.4% | -33.5% | +29.1% | -4.1% |
| 6M | -13.5% | -22.1% | +8.6% | -13.4% |
| YTD | -5.9% | -14.6% | +8.7% | -5.8% |
| 1Y | +1.9% | -8.4% | +10.2% | +2.0% |
| 3Y | +104.1% | +86.6% | +17.5% | +103.8% |
| 5Y | +121.0% | -17.2% | +138.2% | +119.4% |
| All | +209.5% | +252.7% | -43.2% | +213.8% |
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