+352.1%
IDXX vs BURL
+194.0%
+158.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -5.7% | -9.9% | +4.2% | -3.5% |
| 30D | -11.5% | -32.4% | +20.9% | -3.6% |
| 3M | -9.5% | -30.2% | +20.6% | -2.2% |
| 6M | -16.0% | -21.3% | +5.4% | -11.9% |
| YTD | -25.4% | -17.2% | -8.2% | -22.9% |
| 1Y | -21.8% | -14.4% | -7.4% | -20.4% |
| 3Y | +7.0% | +55.0% | -48.0% | -7.4% |
| 5Y | -26.0% | -16.8% | -9.2% | -29.6% |
| All | +352.1% | +194.0% | +158.1% | +241.2% |
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