+65.9%
IOT vs BURL
-11.3%
+77.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | -2.6% | +4.1% | -6.7% | -4.1% |
| 30D | +1.2% | -9.5% | +10.6% | +5.0% |
| 3M | +7.2% | -33.5% | +40.7% | +25.1% |
| 6M | +41.7% | -22.1% | +63.8% | +53.3% |
| YTD | +15.6% | -14.6% | +30.2% | +18.7% |
| 1Y | +7.6% | -8.4% | +15.9% | +6.2% |
| 3Y | +69.8% | +86.6% | -16.8% | +15.4% |
| All | +65.9% | -11.3% | +77.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling