+220.3%
IBB vs BURL
+1,021.0%
-800.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.2% |
| 7D | +2.2% | +10.4% | -8.2% | +0.4% |
| 30D | +6.3% | -4.9% | +11.3% | +7.2% |
| 3M | +16.3% | -29.8% | +46.1% | +23.5% |
| 6M | +30.0% | -16.5% | +46.4% | +33.1% |
| YTD | +31.1% | -10.5% | +41.7% | +32.2% |
| 1Y | +42.0% | -5.3% | +47.3% | +41.1% |
| 3Y | +85.9% | +95.1% | -9.1% | +57.5% |
| 5Y | +38.4% | -12.1% | +50.4% | +31.2% |
| 10Y | +170.4% | +273.2% | -102.8% | +85.2% |
| All | +220.3% | +1,021.0% | -800.6% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling