+41.1%
IBB vs REPL
-34.7%
+75.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +1.6% | +9.8% | -8.2% | +1.3% |
| 30D | +6.7% | +81.5% | -74.8% | +4.2% |
| 3M | +6.3% | +44.2% | -37.9% | +4.7% |
| 6M | +23.9% | +437.4% | -413.5% | +12.1% |
| YTD | +26.6% | +126.1% | -99.6% | +15.9% |
| 1Y | +29.6% | +143.1% | -113.5% | +18.2% |
| 3Y | +86.1% | +97.8% | -11.8% | +41.7% |
| All | +41.1% | -34.7% | +75.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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