+25.9%
IWM vs BURL
-9.5%
+35.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +1.9% | -4.4% | +6.3% | +2.9% |
| 3M | -5.7% | -28.6% | +22.9% | +1.9% |
| 6M | -0.3% | -12.3% | +12.0% | +1.7% |
| YTD | +15.8% | -11.3% | +27.1% | +17.4% |
| 1Y | +17.1% | -10.4% | +27.5% | +17.7% |
| 3Y | +73.1% | +96.1% | -23.0% | +38.9% |
| 5Y | +25.9% | -5.0% | +30.9% | +18.7% |
| All | +25.9% | -9.5% | +35.4% | +18.7% |
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