+37.2%
ITW vs BURL
-11.0%
+48.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -3.6% | -2.8% | -0.8% | -3.1% |
| 30D | -9.1% | -28.2% | +19.0% | -4.0% |
| 3M | +8.2% | -17.6% | +25.8% | +11.6% |
| 6M | -4.8% | -11.8% | +7.0% | -3.3% |
| YTD | +11.0% | -8.1% | +19.2% | +11.9% |
| 1Y | +4.2% | -12.0% | +16.2% | +5.3% |
| 3Y | +17.3% | +63.3% | -46.0% | +4.3% |
| All | +37.2% | -11.0% | +48.1% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling