+66.8%
IBB vs BURL
+63.9%
+2.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | +1.4% | -2.8% | +4.2% | +1.8% |
| 30D | +10.5% | -28.2% | +38.7% | +16.0% |
| 3M | +23.6% | -17.6% | +41.2% | +26.8% |
| 6M | +22.6% | -11.8% | +34.4% | +24.0% |
| YTD | +25.7% | -8.1% | +33.8% | +26.1% |
| 1Y | +51.4% | -12.0% | +63.3% | +52.4% |
| All | +66.8% | +63.9% | +2.8% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling