+149.2%
IBM vs REPL
+39.1%
+110.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.4% |
| 7D | -2.5% | +14.2% | -16.7% | -2.9% |
| 30D | +8.4% | +65.9% | -57.5% | +6.5% |
| 3M | +4.5% | +84.6% | -80.1% | +2.3% |
| 6M | +7.9% | +446.9% | -439.0% | -0.6% |
| YTD | -15.2% | +129.0% | -144.2% | -21.1% |
| 1Y | -17.6% | +167.9% | -185.5% | -23.8% |
| 3Y | +82.1% | +93.9% | -11.9% | +53.4% |
| 5Y | +143.3% | -33.0% | +176.3% | +117.5% |
| All | +149.2% | +39.1% | +110.1% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling