+875.5%
IRM vs BURL
+1,051.1%
-175.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +44.2% |
| 1Y | +32.7% | -12.0% | +44.6% | +34.1% |
| 3Y | +102.7% | +63.3% | +39.4% | +77.5% |
| 5Y | +187.6% | -10.8% | +198.4% | +171.6% |
| 10Y | +420.1% | +215.9% | +204.2% | +286.3% |
| All | +875.5% | +1,051.1% | -175.6% | +569.5% |
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