+305.2%
IVV vs BURL
+258.4%
+46.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.8% |
| 7D | -4.8% | +3.5% | -8.2% | -5.4% |
| 30D | -5.9% | -9.3% | +3.4% | -4.1% |
| 3M | -4.5% | -32.1% | +27.6% | +2.9% |
| 6M | +1.8% | -19.8% | +21.6% | +5.5% |
| YTD | +8.4% | -13.2% | +21.6% | +10.0% |
| 1Y | +9.4% | -7.8% | +17.2% | +9.1% |
| 3Y | +75.3% | +89.3% | -14.1% | +45.1% |
| 5Y | +67.8% | -15.8% | +83.6% | +60.4% |
| All | +305.2% | +258.4% | +46.8% | +206.7% |
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 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