+62.6%
IOT vs BURL
-8.2%
+70.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.4% |
| 7D | +2.8% | -2.6% | +5.4% | +3.9% |
| 30D | -1.8% | -30.8% | +29.0% | +13.5% |
| 3M | +17.9% | -18.7% | +36.5% | +27.2% |
| 6M | +13.5% | -16.4% | +30.0% | +19.8% |
| YTD | +13.3% | -11.6% | +24.8% | +15.5% |
| 1Y | -3.3% | -12.0% | +8.7% | -2.1% |
| 3Y | +31.3% | +63.6% | -32.3% | -3.9% |
| All | +62.6% | -8.2% | +70.7% | +64.5% |
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