+45.5%
IOVA vs BURL
+63.9%
-18.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.1% |
| 7D | +9.7% | -2.8% | +12.5% | +10.8% |
| 30D | +102.5% | -28.2% | +130.7% | +128.2% |
| 3M | +100.7% | -17.6% | +118.3% | +113.2% |
| 6M | +106.3% | -11.8% | +118.1% | +111.7% |
| YTD | +222.0% | -8.1% | +230.1% | +222.3% |
| 1Y | +299.5% | -12.0% | +311.5% | +302.0% |
| All | +45.5% | +63.9% | -18.4% | -20.3% |
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