+248.3%
IJR vs BURL
+1,051.1%
-802.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.5% |
| 30D | -2.4% | -28.2% | +25.7% | +6.0% |
| 3M | +3.9% | -17.6% | +21.5% | +8.7% |
| 6M | +12.4% | -11.8% | +24.2% | +14.8% |
| YTD | +21.5% | -8.1% | +29.6% | +22.6% |
| 1Y | +24.0% | -12.0% | +35.9% | +25.5% |
| 3Y | +49.7% | +63.3% | -13.6% | +24.8% |
| 5Y | +39.7% | -10.8% | +50.5% | +30.8% |
| 10Y | +169.0% | +215.9% | -46.9% | +83.6% |
| All | +248.3% | +1,051.1% | -802.8% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling