+69.3%
IWD vs BURL
-17.2%
+86.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -0.5% | +4.1% | -4.5% | -1.1% |
| 30D | +2.7% | -9.5% | +12.1% | +4.1% |
| 3M | +0.9% | -33.5% | +34.4% | +6.9% |
| 6M | +10.5% | -22.1% | +32.6% | +14.0% |
| YTD | +23.7% | -14.6% | +38.3% | +25.5% |
| 1Y | +28.7% | -8.4% | +37.1% | +28.7% |
| 3Y | +79.7% | +86.6% | -6.8% | +57.7% |
| All | +69.3% | -17.2% | +86.5% | +60.7% |
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 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