+264.9%
ICE vs BURL
+232.1%
+32.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +3.9% | +0.9% |
| 7D | +3.6% | -1.6% | +5.2% | +3.8% |
| 30D | +15.1% | -7.7% | +22.8% | +16.4% |
| 3M | +15.4% | -31.7% | +47.0% | +21.7% |
| 6M | +16.1% | -15.2% | +31.3% | +18.2% |
| YTD | +11.4% | -15.9% | +27.3% | +13.1% |
| 1Y | +18.5% | -14.2% | +32.7% | +19.5% |
| 3Y | +70.5% | +93.5% | -23.0% | +46.3% |
| 5Y | +40.9% | -9.9% | +50.8% | +33.5% |
| All | +264.9% | +232.1% | +32.8% | +193.0% |
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