+264.4%
IQV vs BURL
+252.7%
+11.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | +1.7% | +4.1% | -2.4% | +0.5% |
| 30D | +5.3% | -9.5% | +14.8% | +7.8% |
| 3M | +17.0% | -33.5% | +50.5% | +29.3% |
| 6M | +54.0% | -22.1% | +76.1% | +61.7% |
| YTD | +20.6% | -14.6% | +35.2% | +23.1% |
| 1Y | +28.9% | -8.4% | +37.3% | +28.2% |
| 3Y | +37.0% | +86.6% | -49.5% | +7.3% |
| 5Y | +10.0% | -17.2% | +27.1% | +3.8% |
| All | +264.4% | +252.7% | +11.8% | +149.7% |
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