-65.5%
IOVA vs BURL
-14.7%
-50.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -8.5% | +5.9% | -14.4% | -10.2% |
| 30D | -44.7% | -8.3% | -36.4% | -43.5% |
| 3M | +26.2% | -31.6% | +57.9% | +41.4% |
| 6M | +123.2% | -16.6% | +139.8% | +131.1% |
| YTD | +196.0% | -12.1% | +208.1% | +199.4% |
| 1Y | +240.9% | -10.0% | +250.9% | +239.3% |
| 3Y | +103.5% | +94.3% | +9.2% | +59.6% |
| 5Y | -65.5% | -13.2% | -52.3% | -64.8% |
| All | -65.5% | -14.7% | -50.8% | -64.8% |
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