+22.9%
IBB vs REPL
+645.5%
-622.6%
-7.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.7% |
| 7D | -1.8% | +22.8% | -24.6% | -1.9% |
| 30D | +5.1% | +63.8% | -58.7% | +5.0% |
| 3M | +10.7% | +68.1% | -57.4% | +10.7% |
| 6M | +22.9% | +528.5% | -505.6% | +22.8% |
| All | +22.9% | +645.5% | -622.6% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling