+138.6%
IBM vs BURL
+1,021.0%
-882.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.6% |
| 7D | +0.4% | +10.4% | -10.0% | -1.1% |
| 30D | +14.8% | -4.9% | +19.7% | +15.5% |
| 3M | +8.9% | -29.8% | +38.7% | +14.4% |
| 6M | +12.4% | -16.5% | +28.9% | +14.5% |
| YTD | -12.4% | -10.5% | -1.8% | -11.8% |
| 1Y | -13.3% | -5.3% | -8.0% | -13.7% |
| 3Y | +88.6% | +95.1% | -6.5% | +64.2% |
| 5Y | +154.8% | -12.1% | +166.9% | +144.8% |
| 10Y | +164.7% | +273.2% | -108.5% | +104.0% |
| All | +138.6% | +1,021.0% | -882.3% | +65.3% |
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 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