+222.8%
IAU vs BURL
+188.6%
+34.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +0.9% |
| 7D | +0.2% | -7.0% | +7.1% | +0.2% |
| 30D | +0.2% | -35.6% | +35.8% | +0.5% |
| 3M | +3.3% | -26.3% | +29.5% | +3.4% |
| 6M | -14.6% | -20.7% | +6.1% | -14.4% |
| YTD | +1.9% | -17.2% | +19.1% | +2.0% |
| 1Y | +20.9% | -15.0% | +35.9% | +21.0% |
| 3Y | +127.5% | +53.2% | +74.3% | +127.5% |
| 5Y | +141.9% | -18.7% | +160.6% | +140.2% |
| 10Y | +222.8% | +192.1% | +30.7% | +232.7% |
| All | +222.8% | +188.6% | +34.2% | +232.7% |
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