+135.3%
IYR vs BURL
+1,051.1%
-915.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -1.2% | -2.8% | +1.5% | -0.8% |
| 30D | -2.9% | -28.2% | +25.3% | +3.2% |
| 3M | +0.8% | -17.6% | +18.4% | +4.2% |
| 6M | +1.9% | -11.8% | +13.6% | +3.4% |
| YTD | +9.6% | -8.1% | +17.8% | +10.3% |
| 1Y | +8.1% | -12.0% | +20.0% | +9.0% |
| 3Y | +29.2% | +63.3% | -34.1% | +11.9% |
| 5Y | +4.3% | -10.8% | +15.1% | -1.7% |
| 10Y | +64.7% | +215.9% | -151.2% | +22.7% |
| All | +135.3% | +1,051.1% | -915.8% | +64.3% |
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