+195.3%
ITW vs BURL
+254.9%
-59.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +8.9% | -4.4% | +13.3% | +9.8% |
| 3M | -0.9% | -28.6% | +27.7% | +6.1% |
| 6M | +16.0% | -12.3% | +28.3% | +18.2% |
| YTD | +19.4% | -11.3% | +30.7% | +21.0% |
| 1Y | +20.7% | -10.4% | +31.1% | +21.5% |
| 3Y | +33.4% | +96.1% | -62.7% | +8.9% |
| 5Y | +39.1% | -5.0% | +44.1% | +29.0% |
| 10Y | +195.3% | +251.8% | -56.5% | +110.9% |
| All | +195.3% | +254.9% | -59.7% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling