+225.0%
IWM vs BURL
+1,051.1%
-826.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +0.1% | -2.8% | +2.9% | +0.8% |
| 30D | -1.3% | -28.2% | +26.9% | +7.5% |
| 3M | +1.6% | -17.6% | +19.2% | +6.4% |
| 6M | +13.6% | -11.8% | +25.3% | +16.1% |
| YTD | +20.8% | -8.1% | +28.9% | +21.9% |
| 1Y | +26.4% | -12.0% | +38.4% | +28.0% |
| 3Y | +60.7% | +63.3% | -2.6% | +33.7% |
| 5Y | +38.2% | -10.8% | +49.0% | +29.4% |
| 10Y | +169.5% | +215.9% | -46.4% | +83.2% |
| All | +225.0% | +1,051.1% | -826.1% | +89.3% |
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