+933.1%
BURL vs IBN
+512.3%
+420.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +4.0% | +6.6% |
| 7D | +10.4% | +8.9% | +1.5% | +7.7% |
| 30D | -4.9% | +12.6% | -17.6% | -8.2% |
| 3M | -29.8% | +3.1% | -32.8% | -30.4% |
| 6M | -16.5% | +20.6% | -37.0% | -21.0% |
| YTD | -10.5% | +5.8% | -16.3% | -12.3% |
| 1Y | -5.3% | +3.7% | -9.0% | -6.6% |
| 3Y | +95.1% | +40.3% | +54.8% | +74.9% |
| 5Y | -12.1% | +58.0% | -70.1% | -23.9% |
| 10Y | +273.2% | +347.9% | -74.7% | +155.5% |
| All | +933.1% | +512.3% | +420.8% | +585.6% |
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