+259.6%
ICE vs BURL
+252.7%
+6.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +2.0% | +4.1% | -2.1% | +1.4% |
| 30D | +12.9% | -9.5% | +22.4% | +14.5% |
| 3M | +15.4% | -33.5% | +48.9% | +22.2% |
| 6M | +13.1% | -22.1% | +35.2% | +16.6% |
| YTD | +7.5% | -14.6% | +22.0% | +8.9% |
| 1Y | +18.3% | -8.4% | +26.7% | +18.2% |
| 3Y | +65.9% | +86.6% | -20.7% | +43.4% |
| 5Y | +35.2% | -17.2% | +52.4% | +30.3% |
| All | +259.6% | +252.7% | +6.9% | +193.8% |
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