+304.3%
IWD vs BURL
+1,021.0%
-716.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.1% |
| 7D | +2.5% | +10.4% | -7.9% | +0.6% |
| 30D | +6.0% | -4.9% | +10.9% | +6.9% |
| 3M | +3.8% | -29.8% | +33.5% | +10.4% |
| 6M | +16.3% | -16.5% | +32.8% | +19.3% |
| YTD | +27.5% | -10.5% | +38.0% | +28.6% |
| 1Y | +32.8% | -5.3% | +38.1% | +32.0% |
| 3Y | +84.3% | +95.1% | -10.8% | +54.1% |
| 5Y | +75.7% | -12.1% | +87.8% | +66.4% |
| 10Y | +220.9% | +273.2% | -52.3% | +131.3% |
| All | +304.3% | +1,021.0% | -716.7% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling