-96.9%
IRE vs BURL
-2.5%
-94.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.7% | -30.9% | -25.4% |
| 7D | -46.8% | +10.4% | -57.2% | -48.9% |
| 30D | -75.5% | -4.9% | -70.6% | -74.8% |
| 3M | -79.4% | -29.8% | -49.7% | -75.5% |
| 6M | -91.3% | -16.5% | -74.8% | -90.8% |
| YTD | -90.8% | -10.5% | -80.3% | -90.1% |
| 1Y | -97.7% | -5.3% | -92.4% | -97.7% |
| All | -96.9% | -2.5% | -94.4% | -96.9% |
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 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