+403.0%
ITW vs BURL
+970.5%
-567.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +0.9% | +4.1% | -3.2% | +0.1% |
| 30D | +7.6% | -9.5% | +17.0% | +9.6% |
| 3M | -4.0% | -33.5% | +29.5% | +3.5% |
| 6M | +9.2% | -22.1% | +31.3% | +13.8% |
| YTD | +16.2% | -14.6% | +30.8% | +18.6% |
| 1Y | +17.9% | -8.4% | +26.3% | +18.2% |
| 3Y | +30.6% | +86.6% | -56.0% | +10.2% |
| 5Y | +35.2% | -17.2% | +52.3% | +29.5% |
| 10Y | +212.2% | +256.4% | -44.1% | +128.8% |
| All | +403.0% | +970.5% | -567.6% | +246.2% |
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 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