+82.9%
IVV vs BURL
+95.5%
-12.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.5% |
| 7D | -0.7% | +10.4% | -11.1% | -2.2% |
| 30D | -1.0% | -4.9% | +3.9% | -0.4% |
| 3M | -0.3% | -29.8% | +29.4% | +4.8% |
| 6M | +7.4% | -16.5% | +23.8% | +9.4% |
| YTD | +13.4% | -10.5% | +23.9% | +14.1% |
| 1Y | +14.8% | -5.3% | +20.1% | +14.0% |
| All | +82.9% | +95.5% | -12.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling