+595.8%
IGV vs BURL
+1,051.1%
-455.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | -4.5% | -2.8% | -1.7% | -4.0% |
| 30D | +3.2% | -28.2% | +31.4% | +10.6% |
| 3M | +4.5% | -17.6% | +22.1% | +8.5% |
| 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% | +22.8% |
| 5Y | +22.2% | -10.8% | +33.0% | +14.1% |
| 10Y | +364.7% | +215.9% | +148.8% | +227.1% |
| All | +595.8% | +1,051.1% | -455.3% | +321.4% |
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