+13.7%
IGV vs BURL
-12.4%
+26.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.7% |
| 7D | -0.4% | +7.7% | -8.1% | -2.1% |
| 30D | -9.9% | -7.1% | -2.8% | -8.6% |
| 3M | -1.2% | -30.3% | +29.1% | +6.7% |
| 6M | +11.3% | -15.5% | +26.9% | +14.2% |
| YTD | -4.0% | -11.0% | +7.0% | -3.3% |
| 1Y | -7.3% | -8.4% | +1.1% | -7.8% |
| 3Y | +42.8% | +96.7% | -53.9% | +11.8% |
| 5Y | +13.7% | -14.1% | +27.7% | +7.2% |
| All | +13.7% | -12.4% | +26.0% | +7.2% |
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 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