+960.9%
BURL vs IFF
+41.0%
+919.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -2.8% | -1.8% | -1.0% | -2.1% |
| 30D | -28.2% | -2.0% | -26.2% | -27.7% |
| 3M | -17.6% | +18.5% | -36.1% | -23.5% |
| 6M | -11.8% | +11.7% | -23.5% | -17.1% |
| YTD | -8.1% | +29.6% | -37.7% | -19.4% |
| 1Y | -12.0% | +35.0% | -46.9% | -24.5% |
| 3Y | +63.3% | +32.3% | +31.0% | +39.6% |
| 5Y | -10.8% | -34.6% | +23.7% | -0.8% |
| 10Y | +215.9% | -20.6% | +236.5% | +205.0% |
| All | +960.9% | +41.0% | +919.9% | +761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling