-13.3%
BURL vs IBN
+57.2%
-70.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +4.0% | +5.7% |
| 7D | +10.4% | +8.9% | +1.5% | +5.6% |
| 30D | -4.9% | +12.6% | -17.6% | -10.8% |
| 3M | -29.8% | +3.1% | -32.8% | -31.0% |
| 6M | -16.5% | +20.6% | -37.0% | -24.7% |
| YTD | -10.5% | +5.8% | -16.3% | -14.1% |
| 1Y | -5.3% | +3.7% | -9.0% | -8.0% |
| 3Y | +95.1% | +40.3% | +54.8% | +52.2% |
| All | -13.3% | +57.2% | -70.5% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling