+167.6%
IRM vs BURL
-15.9%
+183.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.9% | -8.1% | -10.5% |
| 7D | -10.9% | +3.5% | -14.4% | -11.4% |
| 30D | -9.4% | -9.3% | -0.2% | -7.8% |
| 3M | -16.4% | -32.1% | +15.7% | -10.1% |
| 6M | -18.7% | -19.8% | +1.1% | -15.8% |
| YTD | +30.1% | -13.2% | +43.3% | +32.3% |
| 1Y | +8.5% | -7.8% | +16.4% | +8.7% |
| 3Y | +88.0% | +89.3% | -1.3% | +60.2% |
| 5Y | +167.6% | -15.8% | +183.4% | +148.0% |
| All | +167.6% | -15.9% | +183.4% | +148.0% |
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 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