+151.7%
IBM vs BURL
+258.4%
-106.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.4% |
| 7D | -4.3% | +3.5% | -7.8% | -4.9% |
| 30D | +11.7% | -9.3% | +21.0% | +13.3% |
| 3M | +5.5% | -32.1% | +37.6% | +11.8% |
| 6M | +9.5% | -19.8% | +29.3% | +12.4% |
| YTD | -14.9% | -13.2% | -1.7% | -13.9% |
| 1Y | -17.4% | -7.8% | -9.5% | -17.5% |
| 3Y | +83.3% | +89.3% | -6.1% | +58.2% |
| 5Y | +142.1% | -15.8% | +157.9% | +135.2% |
| All | +151.7% | +258.4% | -106.7% | +108.3% |
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