+364.8%
IGV vs BURL
+244.4%
+120.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | +2.5% | +0.4% | +2.0% | +2.4% |
| 30D | -8.6% | -4.3% | -4.2% | -7.8% |
| 3M | -1.6% | -28.8% | +27.2% | +5.8% |
| 6M | +13.4% | -12.8% | +26.3% | +15.6% |
| YTD | -4.0% | -12.8% | +8.8% | -2.7% |
| 1Y | -7.6% | -12.3% | +4.6% | -7.1% |
| 3Y | +39.3% | +92.7% | -53.4% | +11.5% |
| 5Y | +14.5% | -6.5% | +21.1% | +5.3% |
| All | +364.8% | +244.4% | +120.4% | +237.9% |
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