+177.7%
IJH vs BURL
+206.3%
-28.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.4% |
| 7D | +1.0% | -2.6% | +3.6% | +1.7% |
| 30D | -3.1% | -30.8% | +27.6% | +6.9% |
| 3M | +1.9% | -18.7% | +20.6% | +7.3% |
| 6M | +11.0% | -16.4% | +27.4% | +15.4% |
| YTD | +14.7% | -11.6% | +26.3% | +17.1% |
| 1Y | +15.6% | -12.0% | +27.6% | +17.1% |
| 3Y | +52.5% | +63.6% | -11.1% | +24.7% |
| 5Y | +49.1% | -12.6% | +61.6% | +40.2% |
| 10Y | +177.7% | +206.5% | -28.9% | +91.6% |
| All | +177.7% | +206.3% | -28.7% | +91.6% |
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 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