+193.5%
IRM vs BURL
-11.0%
+204.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.1% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | -8.1% | -28.2% | +20.1% | -2.1% |
| 3M | -9.7% | -17.6% | +7.9% | -6.5% |
| 6M | +10.0% | -11.8% | +21.8% | +11.9% |
| YTD | +43.0% | -8.1% | +51.1% | +44.1% |
| 1Y | +32.7% | -12.0% | +44.6% | +34.1% |
| 3Y | +102.7% | +63.3% | +39.4% | +77.6% |
| All | +193.5% | -11.0% | +204.4% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling