+151.7%
IBB vs BURL
+252.7%
-100.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -1.8% | +4.1% | -5.9% | -2.5% |
| 30D | +5.1% | -9.5% | +14.5% | +6.8% |
| 3M | +10.7% | -33.5% | +44.2% | +18.5% |
| 6M | +22.9% | -22.1% | +45.0% | +27.3% |
| YTD | +26.7% | -14.6% | +41.3% | +28.8% |
| 1Y | +35.1% | -8.4% | +43.5% | +35.1% |
| 3Y | +80.2% | +86.6% | -6.4% | +54.3% |
| 5Y | +37.8% | -17.2% | +55.0% | +32.2% |
| All | +151.7% | +252.7% | -100.9% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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