+167.5%
IJR vs BURL
+261.4%
-93.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.3% | +1.8% |
| 7D | +0.2% | +7.7% | -7.5% | -1.9% |
| 30D | +3.0% | -7.1% | +10.2% | +5.0% |
| 3M | -4.5% | -30.3% | +25.8% | +4.9% |
| 6M | +3.1% | -15.5% | +18.7% | +6.6% |
| YTD | +18.9% | -11.0% | +29.9% | +20.6% |
| 1Y | +21.7% | -8.4% | +30.1% | +21.6% |
| 3Y | +64.0% | +96.7% | -32.6% | +26.5% |
| 5Y | +27.6% | -14.1% | +41.7% | +20.5% |
| 10Y | +167.5% | +255.1% | -87.6% | +75.6% |
| All | +167.5% | +261.4% | -93.9% | +75.6% |
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