+74.9%
IWD vs BURL
-11.0%
+85.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -0.3% | -2.8% | +2.5% | +0.1% |
| 30D | +0.6% | -28.2% | +28.7% | +5.6% |
| 3M | +7.2% | -17.6% | +24.8% | +10.1% |
| 6M | +16.2% | -11.8% | +28.0% | +17.7% |
| YTD | +23.3% | -8.1% | +31.5% | +24.0% |
| 1Y | +29.6% | -12.0% | +41.5% | +30.6% |
| 3Y | +70.5% | +63.3% | +7.2% | +52.8% |
| All | +74.9% | -11.0% | +85.9% | +66.9% |
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