+106.3%
IOVA vs BURL
-13.7%
+120.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | +9.7% | -2.8% | +12.5% | +10.2% |
| 30D | +102.5% | -28.2% | +130.7% | +115.6% |
| 3M | +100.7% | -17.6% | +118.3% | +104.7% |
| 6M | +106.3% | -11.8% | +118.1% | +105.4% |
| All | +106.3% | -13.7% | +120.0% | +105.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling