+32.1%
IP vs BURL
+269.3%
-237.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -0.5% |
| 7D | +3.4% | +10.4% | -7.0% | +0.7% |
| 30D | +11.2% | -4.9% | +16.2% | +12.6% |
| 3M | -14.8% | -29.8% | +15.0% | -7.0% |
| 6M | +17.3% | -16.5% | +33.7% | +22.0% |
| YTD | -6.2% | -10.5% | +4.4% | -4.3% |
| 1Y | +2.3% | -5.3% | +7.7% | +2.3% |
| 3Y | +17.7% | +95.1% | -77.4% | -4.9% |
| 5Y | -8.4% | -12.1% | +3.6% | -13.0% |
| 10Y | +32.1% | +273.2% | -241.1% | -10.2% |
| All | +32.1% | +269.3% | -237.3% | -10.2% |
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