+255.9%
IQV vs BURL
+254.9%
+1.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +4.1% | -0.8% | +4.9% | +4.3% |
| 30D | +4.7% | -4.4% | +9.1% | +5.7% |
| 3M | +12.6% | -28.6% | +41.2% | +22.1% |
| 6M | +58.2% | -12.3% | +70.5% | +60.9% |
| YTD | +21.8% | -11.3% | +33.1% | +23.1% |
| 1Y | +25.6% | -10.4% | +36.1% | +25.9% |
| 3Y | +40.1% | +96.1% | -56.0% | +8.2% |
| 5Y | +8.7% | -5.0% | +13.7% | -1.5% |
| 10Y | +255.9% | +251.8% | +4.1% | +140.1% |
| All | +255.9% | +254.9% | +1.0% | +140.1% |
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