+247.5%
IT vs BURL
+1,021.0%
-773.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -0.3% |
| 7D | -5.5% | +10.4% | -15.9% | -7.6% |
| 30D | +10.3% | -4.9% | +15.3% | +11.5% |
| 3M | +11.5% | -29.8% | +41.3% | +20.2% |
| 6M | +40.3% | -16.5% | +56.7% | +44.5% |
| YTD | -17.9% | -10.5% | -7.3% | -17.2% |
| 1Y | -8.8% | -5.3% | -3.5% | -9.8% |
| 3Y | -46.4% | +95.1% | -141.5% | -57.0% |
| 5Y | -37.3% | -12.1% | -25.3% | -41.2% |
| 10Y | +121.9% | +273.2% | -151.3% | +52.9% |
| All | +247.5% | +1,021.0% | -773.4% | +103.2% |
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