+10.6%
IOT vs BURL
-4.6%
+15.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +3.3% |
| 7D | -0.5% | +10.4% | -10.9% | -1.5% |
| 30D | +1.0% | -4.9% | +5.9% | +1.4% |
| 3M | +10.9% | -29.8% | +40.7% | +15.8% |
| 6M | +39.9% | -16.5% | +56.4% | +42.5% |
| YTD | +20.8% | -10.5% | +31.3% | +19.7% |
| 1Y | +10.6% | -5.3% | +15.9% | +6.1% |
| All | +10.6% | -4.6% | +15.1% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling