+77.1%
IBB vs BURL
+89.8%
-12.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.6% |
| 7D | -3.6% | +3.5% | -7.1% | -4.1% |
| 30D | +3.4% | -9.3% | +12.7% | +4.8% |
| 3M | +9.5% | -32.1% | +41.6% | +15.5% |
| 6M | +23.3% | -19.8% | +43.1% | +26.3% |
| YTD | +24.5% | -13.2% | +37.7% | +25.8% |
| 1Y | +32.9% | -7.8% | +40.7% | +32.4% |
| All | +77.1% | +89.8% | -12.7% | +65.6% |
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