+415.1%
ICE vs BURL
+1,051.1%
-636.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | -0.7% | -2.8% | +2.1% | -0.3% |
| 30D | +7.6% | -28.2% | +35.8% | +12.8% |
| 3M | +13.9% | -17.6% | +31.5% | +17.0% |
| 6M | -2.4% | -11.8% | +9.4% | -1.2% |
| YTD | +0.3% | -8.1% | +8.4% | +0.7% |
| 1Y | -6.4% | -12.0% | +5.5% | -5.8% |
| 3Y | +43.1% | +63.3% | -20.2% | +27.2% |
| 5Y | +42.1% | -10.8% | +52.9% | +35.2% |
| 10Y | +220.9% | +215.9% | +5.0% | +140.7% |
| All | +415.1% | +1,051.1% | -636.0% | +229.6% |
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