+64.2%
BURL vs IBN
+32.1%
+32.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -2.8% | +1.4% | -4.2% | -3.4% |
| 30D | -28.2% | -0.3% | -27.8% | -28.1% |
| 3M | -17.6% | +17.1% | -34.7% | -22.8% |
| 6M | -11.8% | +3.4% | -15.2% | -13.7% |
| YTD | -8.1% | +2.5% | -10.7% | -10.2% |
| 1Y | -12.0% | -4.2% | -7.8% | -11.8% |
| All | +64.2% | +32.1% | +32.1% | +42.9% |
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