+80.9%
IYR vs BURL
+252.7%
-171.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +2.0% | +4.1% | -2.1% | +1.1% |
| 30D | +8.2% | -9.5% | +17.7% | +10.3% |
| 3M | -1.7% | -33.5% | +31.8% | +6.3% |
| 6M | -0.4% | -22.1% | +21.7% | +3.8% |
| YTD | +9.9% | -14.6% | +24.5% | +11.9% |
| 1Y | +10.4% | -8.4% | +18.8% | +10.4% |
| 3Y | +38.4% | +86.6% | -48.1% | +14.0% |
| 5Y | +5.2% | -17.2% | +22.4% | +0.6% |
| All | +80.9% | +252.7% | -171.8% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling