+71.0%
IOT vs BURL
-7.5%
+78.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +1.4% |
| 7D | +0.8% | +7.7% | -6.9% | -2.1% |
| 30D | +1.6% | -7.1% | +8.8% | +4.4% |
| 3M | +3.3% | -30.3% | +33.6% | +18.3% |
| 6M | +42.0% | -15.5% | +57.5% | +48.8% |
| YTD | +19.1% | -11.0% | +30.1% | +20.4% |
| 1Y | +8.8% | -8.4% | +17.2% | +7.7% |
| 3Y | +79.2% | +96.7% | -17.4% | +19.3% |
| All | +71.0% | -7.5% | +78.5% | +71.4% |
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