+413.4%
ITW vs BURL
+992.7%
-579.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +0.5% | +0.4% | 0.0% | +0.4% |
| 30D | +7.7% | -4.3% | +12.0% | +8.5% |
| 3M | -1.3% | -28.8% | +27.4% | +5.0% |
| 6M | +15.5% | -12.8% | +28.3% | +17.7% |
| YTD | +18.6% | -12.8% | +31.4% | +20.5% |
| 1Y | +19.8% | -12.3% | +32.1% | +21.1% |
| 3Y | +32.5% | +92.7% | -60.2% | +11.1% |
| 5Y | +35.3% | -6.5% | +41.9% | +26.4% |
| 10Y | +193.2% | +245.7% | -52.5% | +115.2% |
| All | +413.4% | +992.7% | -579.3% | +251.9% |
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