+363.5%
IGV vs BURL
+215.5%
+148.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | -4.5% | -2.8% | -1.7% | -3.9% |
| 30D | +3.2% | -28.2% | +31.4% | +11.1% |
| 3M | +4.5% | -17.6% | +22.1% | +8.7% |
| 6M | +22.1% | -11.8% | +33.9% | +24.1% |
| YTD | -1.0% | -8.1% | +7.1% | -0.6% |
| 1Y | -2.1% | -12.0% | +9.8% | -1.4% |
| 3Y | +44.6% | +63.3% | -18.7% | +21.1% |
| 5Y | +22.2% | -10.8% | +33.0% | +13.7% |
| All | +363.5% | +215.5% | +148.1% | +240.2% |
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