+100.7%
BURL vs IFF
+21.0%
+79.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.8% |
| 7D | +0.4% | -6.9% | +7.4% | +2.8% |
| 30D | -4.3% | -8.9% | +4.5% | -1.7% |
| 3M | -28.8% | -3.7% | -25.1% | -28.3% |
| 6M | -12.8% | +3.5% | -16.3% | -14.9% |
| YTD | -12.8% | +21.2% | -34.0% | -21.4% |
| 1Y | -12.3% | +25.6% | -37.9% | -22.5% |
| All | +100.7% | +21.0% | +79.7% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling