+126.0%
IOVA vs BURL
-17.9%
+143.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -1.1% |
| 7D | -41.3% | +10.4% | -51.7% | -40.9% |
| 30D | -38.5% | -4.9% | -33.6% | -37.1% |
| 3M | +99.5% | -29.8% | +129.3% | +108.0% |
| 6M | +126.0% | -16.5% | +142.4% | +126.4% |
| All | +126.0% | -17.9% | +143.8% | +126.4% |
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