+30.7%
IOVA vs BURL
+252.7%
-221.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.4% |
| 7D | -5.2% | +4.1% | -9.3% | -6.5% |
| 30D | -37.8% | -9.5% | -28.3% | -36.1% |
| 3M | +29.5% | -33.5% | +63.0% | +46.6% |
| 6M | +96.6% | -22.1% | +118.7% | +108.8% |
| YTD | +194.5% | -14.6% | +209.1% | +201.1% |
| 1Y | +248.1% | -8.4% | +256.4% | +244.1% |
| 3Y | +86.1% | +86.6% | -0.4% | +43.7% |
| 5Y | -67.8% | -17.2% | -50.7% | -69.1% |
| All | +30.7% | +252.7% | -221.9% | -18.2% |
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