+138.2%
IBM vs BURL
-17.2%
+155.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -5.0% | +4.1% | -9.0% | -5.4% |
| 30D | +11.1% | -9.5% | +20.6% | +12.2% |
| 3M | +5.7% | -33.5% | +39.2% | +10.1% |
| 6M | +10.1% | -22.1% | +32.2% | +12.3% |
| YTD | -15.6% | -14.6% | -1.0% | -14.8% |
| 1Y | -19.5% | -8.4% | -11.2% | -19.5% |
| 3Y | +80.4% | +86.6% | -6.2% | +67.2% |
| All | +138.2% | -17.2% | +155.4% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling