+95.3%
BURL vs IBN
+39.5%
+55.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +4.0% | +6.2% |
| 7D | +10.4% | +8.9% | +1.5% | +6.9% |
| 30D | -4.9% | +12.6% | -17.6% | -9.1% |
| 3M | -29.8% | +3.1% | -32.8% | -30.6% |
| 6M | -16.5% | +20.6% | -37.0% | -22.4% |
| YTD | -10.5% | +5.8% | -16.3% | -13.5% |
| 1Y | -5.3% | +3.7% | -9.0% | -7.8% |
| All | +95.3% | +39.5% | +55.8% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling