+817.2%
IBKR vs BURL
+232.1%
+585.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.1% | +1.5% |
| 7D | +7.9% | -1.6% | +9.5% | +8.3% |
| 30D | -2.8% | -7.7% | +5.0% | -1.0% |
| 3M | -10.5% | -31.7% | +21.2% | -2.1% |
| 6M | -3.7% | -15.2% | +11.4% | -1.1% |
| YTD | +27.6% | -15.9% | +43.5% | +31.3% |
| 1Y | +22.5% | -14.2% | +36.7% | +24.7% |
| 3Y | +307.2% | +93.5% | +213.7% | +226.7% |
| 5Y | +357.7% | -9.9% | +367.6% | +331.3% |
| All | +817.2% | +232.1% | +585.1% | +562.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling