+40.2%
IVZ vs BURL
-10.9%
+51.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +1.9% |
| 7D | +2.6% | +10.4% | -7.8% | -0.4% |
| 30D | -3.5% | -4.9% | +1.5% | -2.1% |
| 3M | -7.4% | -29.8% | +22.4% | +2.4% |
| 6M | +14.7% | -16.5% | +31.2% | +19.4% |
| YTD | +14.6% | -10.5% | +25.2% | +16.4% |
| 1Y | +30.7% | -5.3% | +36.0% | +29.5% |
| 3Y | +141.8% | +95.1% | +46.8% | +89.4% |
| 5Y | +40.2% | -12.1% | +52.3% | +27.9% |
| All | +40.2% | -10.9% | +51.2% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling