+23.8%
IJR vs BURL
-17.2%
+40.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -1.9% | +4.1% | -6.0% | -2.8% |
| 30D | +0.4% | -9.5% | +9.9% | +2.6% |
| 3M | -6.6% | -33.5% | +27.0% | +2.1% |
| 6M | -0.3% | -22.1% | +21.8% | +4.4% |
| YTD | +15.5% | -14.6% | +30.0% | +18.0% |
| 1Y | +19.2% | -8.4% | +27.6% | +19.1% |
| 3Y | +54.6% | +86.6% | -32.0% | +28.1% |
| All | +23.8% | -17.2% | +40.9% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling