+284.3%
IBKR vs BURL
+95.8%
+188.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +1.4% |
| 7D | +3.7% | +7.7% | -4.0% | +2.0% |
| 30D | -11.7% | -7.1% | -4.6% | -10.4% |
| 3M | -11.6% | -30.3% | +18.7% | -4.5% |
| 6M | -7.9% | -15.5% | +7.6% | -5.7% |
| YTD | +21.0% | -11.0% | +31.9% | +22.5% |
| 1Y | +10.4% | -8.4% | +18.9% | +10.6% |
| 3Y | +284.3% | +96.7% | +187.6% | +251.1% |
| All | +284.3% | +95.8% | +188.5% | +251.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling