-10.3%
BURL vs IFF
-39.2%
+28.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.5% | -4.0% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -7.7% | -9.4% | +1.7% | -4.4% |
| 3M | -31.7% | -3.0% | -28.7% | -31.2% |
| 6M | -15.2% | +5.8% | -21.0% | -18.2% |
| YTD | -15.9% | +22.4% | -38.3% | -25.3% |
| 1Y | -14.2% | +23.0% | -37.2% | -24.1% |
| 3Y | +93.5% | +21.8% | +71.7% | +68.2% |
| All | -10.3% | -39.2% | +28.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling