+1,812.9%
IBKR vs BURL
+1,011.9%
+801.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.1% |
| 7D | +5.9% | -0.8% | +6.7% | +6.2% |
| 30D | -6.1% | -4.4% | -1.7% | -5.3% |
| 3M | -8.0% | -28.6% | +20.5% | -0.9% |
| 6M | -2.7% | -12.3% | +9.6% | -0.9% |
| YTD | +28.7% | -11.3% | +39.9% | +30.6% |
| 1Y | +16.9% | -10.4% | +27.3% | +17.8% |
| 3Y | +306.9% | +96.1% | +210.9% | +229.9% |
| 5Y | +363.0% | -5.0% | +368.0% | +330.4% |
| 10Y | +854.9% | +251.8% | +603.1% | +540.5% |
| All | +1,812.9% | +1,011.9% | +801.0% | +1,009.5% |
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