+3.3%
ITW vs BURL
-12.4%
+15.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.1% |
| 7D | -0.4% | -2.6% | +2.1% | -0.1% |
| 30D | -9.4% | -30.8% | +21.3% | -5.3% |
| 3M | +7.1% | -18.7% | +25.8% | +9.9% |
| 6M | -1.9% | -16.4% | +14.6% | +0.4% |
| YTD | +10.4% | -11.6% | +22.0% | +12.6% |
| 1Y | +3.3% | -12.0% | +15.3% | +6.4% |
| All | +3.3% | -12.4% | +15.7% | +6.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling