-2.3%
IOVA vs BURL
+1,051.1%
-1,053.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.1% |
| 7D | +9.7% | -2.8% | +12.5% | +10.7% |
| 30D | +102.5% | -28.2% | +130.7% | +125.7% |
| 3M | +100.7% | -17.6% | +118.3% | +112.5% |
| 6M | +106.3% | -11.8% | +118.1% | +112.1% |
| YTD | +222.0% | -8.1% | +230.1% | +224.6% |
| 1Y | +299.5% | -12.0% | +311.5% | +304.1% |
| 3Y | +42.9% | +63.3% | -20.4% | +15.7% |
| 5Y | -65.0% | -10.8% | -54.2% | -67.1% |
| 10Y | +10.3% | +215.9% | -205.6% | -38.3% |
| All | -2.3% | +1,051.1% | -1,053.4% | -61.5% |
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