+240.7%
BURL vs IBN
+367.6%
-126.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -3.1% |
| 7D | +4.1% | +15.1% | -11.0% | -1.1% |
| 30D | -9.5% | +21.6% | -31.1% | -15.7% |
| 3M | -33.5% | +11.2% | -44.7% | -36.2% |
| 6M | -22.1% | +27.8% | -49.8% | -28.9% |
| YTD | -14.6% | +14.7% | -29.2% | -19.2% |
| 1Y | -8.4% | +14.4% | -22.8% | -13.2% |
| 3Y | +86.6% | +52.1% | +34.5% | +58.0% |
| 5Y | -17.2% | +70.7% | -87.9% | -32.9% |
| All | +240.7% | +367.6% | -126.9% | +126.4% |
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