+150.3%
IJR vs BURL
+244.4%
-94.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +2.2% | -4.3% | +6.6% | +3.3% |
| 3M | -5.3% | -28.8% | +23.5% | +3.4% |
| 6M | +4.3% | -12.8% | +17.1% | +6.8% |
| YTD | +18.0% | -12.8% | +30.8% | +20.3% |
| 1Y | +19.2% | -12.3% | +31.5% | +20.6% |
| 3Y | +61.1% | +92.7% | -31.6% | +25.0% |
| 5Y | +27.3% | -6.5% | +33.9% | +17.0% |
| All | +150.3% | +244.4% | -94.1% | +65.9% |
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