+180.1%
IJH vs BURL
+261.4%
-81.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.1% | +2.0% |
| 7D | +0.6% | +7.7% | -7.1% | -1.5% |
| 30D | +1.3% | -7.1% | +8.5% | +3.2% |
| 3M | -4.1% | -30.3% | +26.2% | +5.2% |
| 6M | +1.1% | -15.5% | +16.6% | +4.5% |
| YTD | +13.6% | -11.0% | +24.6% | +15.2% |
| 1Y | +16.0% | -8.4% | +24.5% | +16.0% |
| 3Y | +60.9% | +96.7% | -35.8% | +24.5% |
| 5Y | +37.9% | -14.1% | +52.0% | +30.3% |
| 10Y | +180.1% | +255.1% | -74.9% | +89.8% |
| All | +180.1% | +261.4% | -81.3% | +89.8% |
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