-97.9%
IRE vs BURL
-5.4%
-92.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -2.9% | -31.0% | -32.9% |
| 7D | -57.1% | +3.5% | -60.6% | -57.5% |
| 30D | -84.4% | -9.3% | -75.1% | -83.6% |
| 3M | -85.0% | -32.1% | -52.8% | -81.8% |
| 6M | -95.2% | -19.8% | -75.4% | -94.9% |
| YTD | -93.9% | -13.2% | -80.8% | -93.3% |
| 1Y | -98.8% | -7.8% | -91.0% | -98.8% |
| All | -97.9% | -5.4% | -92.5% | -98.0% |
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