+100.7%
IOVA vs BURL
+97.8%
+2.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -7.0% | -0.8% | -6.2% | -6.7% |
| 30D | -44.4% | -4.4% | -40.0% | -43.8% |
| 3M | +24.7% | -28.6% | +53.2% | +40.0% |
| 6M | +118.6% | -12.3% | +130.9% | +122.4% |
| YTD | +196.3% | -11.3% | +207.6% | +197.6% |
| 1Y | +205.3% | -10.4% | +215.7% | +201.8% |
| All | +100.7% | +97.8% | +2.9% | +71.9% |
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