+221.9%
BURL vs IBN
+385.6%
-163.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -1.6% | +1.9% | -3.4% | -2.2% |
| 30D | -7.7% | +22.1% | -29.9% | -14.3% |
| 3M | -31.7% | +17.1% | -48.7% | -35.6% |
| 6M | -15.2% | +35.5% | -50.7% | -24.3% |
| YTD | -15.9% | +16.8% | -32.7% | -21.0% |
| 1Y | -14.2% | +12.4% | -26.6% | -18.3% |
| 3Y | +93.5% | +58.0% | +35.5% | +61.2% |
| 5Y | -9.9% | +73.7% | -83.6% | -27.7% |
| All | +221.9% | +385.6% | -163.6% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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