+991.2%
IBKR vs BURL
+188.6%
+802.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +0.9% |
| 7D | +1.3% | -7.0% | +8.3% | +3.1% |
| 30D | -0.3% | -35.6% | +35.3% | +11.0% |
| 3M | +4.7% | -26.3% | +30.9% | +12.4% |
| 6M | +34.0% | -20.7% | +54.7% | +40.7% |
| YTD | +40.8% | -17.2% | +58.0% | +46.0% |
| 1Y | +45.7% | -15.0% | +60.8% | +49.0% |
| 3Y | +288.4% | +53.2% | +235.1% | +231.3% |
| 5Y | +487.2% | -18.7% | +505.9% | +470.2% |
| 10Y | +991.2% | +192.1% | +799.1% | +675.2% |
| All | +991.2% | +188.6% | +802.6% | +675.2% |
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 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