+36.6%
ICE vs BURL
-15.9%
+52.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +6.7% | +3.5% | +3.3% | +6.3% |
| 30D | +13.4% | -9.3% | +22.6% | +14.4% |
| 3M | +16.5% | -32.1% | +48.6% | +21.0% |
| 6M | +12.8% | -19.8% | +32.7% | +15.0% |
| YTD | +8.5% | -13.2% | +21.7% | +9.4% |
| 1Y | +20.6% | -7.8% | +28.4% | +20.5% |
| 3Y | +67.4% | +89.3% | -21.9% | +50.2% |
| 5Y | +36.6% | -15.8% | +52.4% | +29.8% |
| All | +36.6% | -15.9% | +52.4% | +29.8% |
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 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