+380.5%
ITW vs BURL
+1,051.1%
-670.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -3.6% | -2.8% | -0.8% | -3.1% |
| 30D | -9.1% | -28.2% | +19.0% | -3.2% |
| 3M | +8.2% | -17.6% | +25.8% | +12.1% |
| 6M | -4.8% | -11.8% | +7.0% | -3.1% |
| YTD | +11.0% | -8.1% | +19.2% | +12.0% |
| 1Y | +4.2% | -12.0% | +16.2% | +5.4% |
| 3Y | +17.3% | +63.3% | -46.0% | +1.8% |
| 5Y | +33.0% | -10.8% | +43.8% | +25.8% |
| 10Y | +182.3% | +215.9% | -33.6% | +108.8% |
| All | +380.5% | +1,051.1% | -670.6% | +226.9% |
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 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