+2,047.8%
IBKR vs BURL
+1,051.1%
+996.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -3.3% | -2.8% | -0.5% | -2.7% |
| 30D | +4.5% | -28.2% | +32.6% | +12.8% |
| 3M | +6.5% | -17.6% | +24.1% | +10.9% |
| 6M | +34.2% | -11.8% | +46.0% | +36.9% |
| YTD | +44.5% | -8.1% | +52.6% | +46.0% |
| 1Y | +44.7% | -12.0% | +56.7% | +46.7% |
| 3Y | +306.7% | +63.3% | +243.4% | +245.2% |
| 5Y | +489.9% | -10.8% | +500.7% | +458.5% |
| 10Y | +1,019.5% | +215.9% | +803.6% | +666.7% |
| All | +2,047.8% | +1,051.1% | +996.7% | +1,139.8% |
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 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