+22.4%
IBB vs BURL
-11.0%
+33.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | +1.4% | -2.8% | +4.2% | +1.9% |
| 30D | +10.5% | -28.2% | +38.7% | +16.7% |
| 3M | +23.6% | -17.6% | +41.2% | +27.3% |
| 6M | +22.6% | -11.8% | +34.4% | +24.3% |
| YTD | +25.7% | -8.1% | +33.8% | +26.3% |
| 1Y | +51.4% | -12.0% | +63.3% | +52.5% |
| 3Y | +64.4% | +63.3% | +1.1% | +44.8% |
| All | +22.4% | -11.0% | +33.4% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling