+32.9%
IBB vs BURL
-5.1%
+38.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.7% |
| 7D | -3.6% | +3.5% | -7.1% | -3.9% |
| 30D | +3.4% | -9.3% | +12.7% | +4.3% |
| 3M | +9.5% | -32.1% | +41.6% | +12.7% |
| 6M | +23.3% | -19.8% | +43.1% | +24.5% |
| YTD | +24.5% | -13.2% | +37.7% | +25.7% |
| 1Y | +32.9% | -7.8% | +40.7% | +34.1% |
| All | +32.9% | -5.1% | +38.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling