+207.0%
IBB vs BURL
+1,051.1%
-844.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | +1.4% | -2.8% | +4.2% | +1.9% |
| 30D | +10.5% | -28.2% | +38.7% | +17.1% |
| 3M | +23.6% | -17.6% | +41.2% | +27.6% |
| 6M | +22.6% | -11.8% | +34.4% | +24.4% |
| YTD | +25.7% | -8.1% | +33.8% | +26.4% |
| 1Y | +51.4% | -12.0% | +63.3% | +52.6% |
| 3Y | +64.4% | +63.3% | +1.1% | +44.1% |
| 5Y | +22.1% | -10.8% | +33.0% | +15.7% |
| 10Y | +132.5% | +215.9% | -83.4% | +64.9% |
| All | +207.0% | +1,051.1% | -844.1% | +84.6% |
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 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