+898.2%
IRM vs BURL
+1,021.0%
-122.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.2% |
| 7D | +2.6% | +10.4% | -7.8% | +0.6% |
| 30D | +5.6% | -4.9% | +10.6% | +6.5% |
| 3M | -4.7% | -29.8% | +25.0% | +1.6% |
| 6M | -6.1% | -16.5% | +10.4% | -3.6% |
| YTD | +46.3% | -10.5% | +56.9% | +47.9% |
| 1Y | +18.7% | -5.3% | +24.0% | +18.2% |
| 3Y | +111.5% | +95.1% | +16.4% | +78.7% |
| 5Y | +210.3% | -12.1% | +222.3% | +193.4% |
| 10Y | +528.6% | +273.2% | +255.4% | +356.3% |
| All | +898.2% | +1,021.0% | -122.7% | +586.7% |
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 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