+22.9%
IP vs BURL
+215.5%
-192.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.5% |
| 7D | -5.3% | -2.8% | -2.5% | -4.6% |
| 30D | -10.9% | -28.2% | +17.3% | -3.0% |
| 3M | +11.2% | -17.6% | +28.8% | +16.7% |
| 6M | -10.2% | -11.8% | +1.6% | -7.8% |
| YTD | -2.0% | -8.1% | +6.2% | -0.4% |
| 1Y | -19.1% | -12.0% | -7.1% | -17.6% |
| 3Y | +20.9% | +63.3% | -42.4% | +2.1% |
| 5Y | -17.8% | -10.8% | -7.0% | -22.2% |
| All | +22.9% | +215.5% | -192.5% | -14.3% |
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