+203.9%
ITW vs BURL
+252.7%
-48.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +0.9% | +4.1% | -3.2% | 0.0% |
| 30D | +7.6% | -9.5% | +17.0% | +9.8% |
| 3M | -4.0% | -33.5% | +29.5% | +4.2% |
| 6M | +9.2% | -22.1% | +31.3% | +14.2% |
| YTD | +16.2% | -14.6% | +30.8% | +18.8% |
| 1Y | +17.9% | -8.4% | +26.3% | +18.1% |
| 3Y | +30.6% | +86.6% | -56.0% | +7.8% |
| 5Y | +35.2% | -17.2% | +52.3% | +29.7% |
| All | +203.9% | +252.7% | -48.8% | +120.2% |
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 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