+902.7%
BURL vs IBN
+537.2%
+365.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -4.2% |
| 7D | +3.5% | +11.7% | -8.2% | +0.1% |
| 30D | -9.3% | +16.1% | -25.4% | -13.3% |
| 3M | -32.1% | +7.0% | -39.1% | -33.6% |
| 6M | -19.8% | +26.1% | -45.9% | -25.2% |
| YTD | -13.2% | +10.1% | -23.3% | -16.0% |
| 1Y | -7.8% | +8.0% | -15.8% | -10.3% |
| 3Y | +89.3% | +46.0% | +43.3% | +67.6% |
| 5Y | -15.8% | +63.9% | -79.7% | -27.9% |
| 10Y | +262.2% | +366.1% | -103.9% | +144.9% |
| All | +902.7% | +537.2% | +365.5% | +557.1% |
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 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