+168.5%
IJR vs BURL
+252.7%
-84.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -1.9% | +4.1% | -6.0% | -3.0% |
| 30D | +0.4% | -9.5% | +9.9% | +3.0% |
| 3M | -6.6% | -33.5% | +27.0% | +4.0% |
| 6M | -0.3% | -22.1% | +21.8% | +5.5% |
| YTD | +15.5% | -14.6% | +30.0% | +18.4% |
| 1Y | +19.2% | -8.4% | +27.6% | +19.0% |
| 3Y | +54.6% | +86.6% | -32.0% | +21.0% |
| 5Y | +23.8% | -17.2% | +40.9% | +18.1% |
| All | +168.5% | +252.7% | -84.2% | +78.8% |
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