+558.8%
IGV vs BURL
+987.9%
-429.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.4% | -3.8% |
| 7D | -8.3% | +3.5% | -11.8% | -9.0% |
| 30D | -10.9% | -9.3% | -1.6% | -9.2% |
| 3M | -2.3% | -32.1% | +29.8% | +5.7% |
| 6M | +12.2% | -19.8% | +32.0% | +16.3% |
| YTD | -6.3% | -13.2% | +6.9% | -5.0% |
| 1Y | -11.4% | -7.8% | -3.5% | -11.9% |
| 3Y | +41.5% | +89.3% | -47.8% | +15.9% |
| 5Y | +12.8% | -15.8% | +28.6% | +6.5% |
| 10Y | +354.7% | +262.2% | +92.5% | +213.3% |
| All | +558.8% | +987.9% | -429.2% | +302.6% |
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