+132.4%
IBM vs BURL
+215.5%
-83.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.1% |
| 30D | +0.3% | -28.2% | +28.4% | +5.6% |
| 3M | -21.6% | -17.6% | -4.0% | -19.5% |
| 6M | -4.7% | -11.8% | +7.1% | -3.5% |
| YTD | -19.1% | -8.1% | -10.9% | -18.6% |
| 1Y | -2.5% | -12.0% | +9.5% | -1.8% |
| 3Y | +74.2% | +63.3% | +10.9% | +54.4% |
| 5Y | +113.1% | -10.8% | +124.0% | +105.3% |
| All | +132.4% | +215.5% | -83.1% | +92.6% |
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