+22.9%
IJR vs BURL
-12.4%
+35.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.3% |
| 7D | +0.9% | -2.6% | +3.5% | +1.3% |
| 30D | -3.1% | -30.8% | +27.6% | +1.7% |
| 3M | +4.4% | -18.7% | +23.1% | +7.0% |
| 6M | +16.1% | -16.4% | +32.6% | +18.3% |
| YTD | +20.6% | -11.6% | +32.2% | +22.2% |
| 1Y | +22.9% | -12.0% | +34.9% | +23.7% |
| All | +22.9% | -12.4% | +35.2% | +23.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling