+960.9%
BURL vs IBN
+493.5%
+467.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -28.2% | -0.3% | -27.8% | -28.2% |
| 3M | -17.6% | +17.1% | -34.7% | -21.5% |
| 6M | -11.8% | +3.4% | -15.2% | -12.8% |
| YTD | -8.1% | +2.5% | -10.7% | -9.1% |
| 1Y | -12.0% | -4.2% | -7.8% | -11.3% |
| 3Y | +63.3% | +32.4% | +30.9% | +48.9% |
| 5Y | -10.8% | +59.2% | -70.0% | -22.9% |
| 10Y | +215.9% | +345.7% | -129.8% | +117.1% |
| All | +960.9% | +493.5% | +467.4% | +610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling