+149.9%
IBM vs BURL
+261.4%
-111.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | -0.2% |
| 7D | -2.5% | +7.7% | -10.2% | -3.7% |
| 30D | +8.4% | -7.1% | +15.5% | +9.5% |
| 3M | +4.5% | -30.3% | +34.8% | +10.2% |
| 6M | +7.9% | -15.5% | +23.4% | +9.9% |
| YTD | -15.2% | -11.0% | -4.3% | -14.6% |
| 1Y | -17.6% | -8.4% | -9.2% | -17.6% |
| 3Y | +82.1% | +96.7% | -14.6% | +56.1% |
| 5Y | +143.3% | -14.1% | +157.4% | +135.8% |
| 10Y | +149.9% | +255.1% | -105.1% | +106.9% |
| All | +149.9% | +261.4% | -111.5% | +106.9% |
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