+244.7%
IQV vs BURL
+217.6%
+27.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | +2.3% | -2.8% | +5.1% | +3.0% |
| 30D | +13.4% | -28.2% | +41.6% | +23.5% |
| 3M | +43.3% | -17.6% | +60.9% | +50.1% |
| 6M | +50.5% | -11.8% | +62.3% | +53.4% |
| YTD | +18.8% | -8.1% | +26.9% | +19.6% |
| 1Y | +45.5% | -12.0% | +57.4% | +46.8% |
| 3Y | +19.4% | +63.3% | -43.9% | -2.4% |
| 5Y | +1.7% | -10.8% | +12.5% | -5.6% |
| All | +244.7% | +217.6% | +27.0% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling