+70.3%
IWD vs BURL
-15.9%
+86.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.2% |
| 7D | -0.9% | +3.5% | -4.4% | -1.4% |
| 30D | +2.6% | -9.3% | +11.9% | +4.0% |
| 3M | +1.2% | -32.1% | +33.4% | +6.9% |
| 6M | +12.1% | -19.8% | +31.9% | +15.1% |
| YTD | +24.1% | -13.2% | +37.3% | +25.6% |
| 1Y | +28.5% | -7.8% | +36.3% | +28.4% |
| 3Y | +79.5% | +89.3% | -9.8% | +57.2% |
| 5Y | +70.3% | -15.8% | +86.1% | +61.5% |
| All | +70.3% | -15.9% | +86.2% | +61.5% |
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