-3.3%
IOVA vs BURL
+1,021.0%
-1,024.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -4.1% |
| 7D | -41.3% | +10.4% | -51.7% | -43.6% |
| 30D | -38.5% | -4.9% | -33.6% | -38.0% |
| 3M | +99.5% | -29.8% | +129.3% | +121.6% |
| 6M | +126.0% | -16.5% | +142.4% | +134.2% |
| YTD | +218.7% | -10.5% | +229.2% | +220.6% |
| 1Y | +378.0% | -5.3% | +383.3% | +367.1% |
| 3Y | +106.7% | +95.1% | +11.6% | +56.7% |
| 5Y | -64.5% | -12.1% | -52.4% | -66.8% |
| 10Y | +50.0% | +273.2% | -223.2% | -21.5% |
| All | -3.3% | +1,021.0% | -1,024.3% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling