+79.2%
IOVA vs BURL
+89.8%
-10.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.9% | -8.1% | -10.0% |
| 7D | -19.0% | +3.5% | -22.5% | -19.9% |
| 30D | -40.3% | -9.3% | -31.0% | -38.4% |
| 3M | +78.3% | -32.1% | +110.4% | +104.2% |
| 6M | +94.5% | -19.8% | +114.3% | +105.8% |
| YTD | +183.5% | -13.2% | +196.7% | +187.1% |
| 1Y | +327.6% | -7.8% | +335.5% | +315.0% |
| All | +79.2% | +89.8% | -10.6% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling