+240.7%
BURL vs IFF
-18.8%
+259.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | +0.1% |
| 7D | +4.1% | -11.2% | +15.3% | +8.9% |
| 30D | -9.5% | -1.8% | -7.7% | -9.2% |
| 3M | -33.5% | -1.8% | -31.7% | -33.3% |
| 6M | -22.1% | +0.6% | -22.7% | -23.2% |
| YTD | -14.6% | +24.6% | -39.1% | -24.2% |
| 1Y | -8.4% | +34.4% | -42.7% | -21.6% |
| 3Y | +86.6% | +22.1% | +64.5% | +63.8% |
| 5Y | -17.2% | -34.3% | +17.1% | -7.9% |
| All | +240.7% | -18.8% | +259.5% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling