+53.2%
IJH vs BURL
+86.7%
-33.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -1.7% | +4.1% | -5.7% | -2.5% |
| 30D | -0.9% | -9.5% | +8.6% | +1.1% |
| 3M | -5.8% | -33.5% | +27.8% | +2.3% |
| 6M | -2.8% | -22.1% | +19.3% | +1.4% |
| YTD | +10.1% | -14.6% | +24.7% | +12.3% |
| 1Y | +13.8% | -8.4% | +22.2% | +13.6% |
| 3Y | +53.2% | +86.6% | -33.4% | +39.7% |
| All | +53.2% | +86.7% | -33.5% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling