+251.2%
IQV vs BURL
+247.8%
+3.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.0% |
| 7D | +4.8% | +5.9% | -1.1% | +3.1% |
| 30D | +5.9% | -8.3% | +14.2% | +8.1% |
| 3M | +13.7% | -31.6% | +45.3% | +24.8% |
| 6M | +54.0% | -16.6% | +70.6% | +58.8% |
| YTD | +22.1% | -12.1% | +34.1% | +23.7% |
| 1Y | +29.1% | -10.0% | +39.1% | +29.2% |
| 3Y | +40.4% | +94.3% | -53.9% | +8.8% |
| 5Y | +9.1% | -13.2% | +22.4% | +1.7% |
| 10Y | +251.2% | +252.5% | -1.3% | +137.6% |
| All | +251.2% | +247.8% | +3.4% | +137.6% |
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