+501.5%
IQV vs BURL
+987.9%
-486.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.4% | +1.1% |
| 7D | -3.7% | +3.5% | -7.2% | -4.6% |
| 30D | +1.9% | -9.3% | +11.2% | +4.1% |
| 3M | +12.2% | -32.1% | +44.3% | +22.3% |
| 6M | +50.1% | -19.8% | +69.9% | +55.9% |
| YTD | +17.5% | -13.2% | +30.7% | +19.4% |
| 1Y | +26.1% | -7.8% | +33.9% | +25.5% |
| 3Y | +34.3% | +89.3% | -55.0% | +8.2% |
| 5Y | +7.2% | -15.8% | +23.0% | +0.9% |
| 10Y | +264.9% | +262.2% | +2.7% | +153.1% |
| All | +501.5% | +987.9% | -486.5% | +303.0% |
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