+73.9%
IBM vs REPL
-22.6%
+96.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | +0.3% | +27.1% | -26.9% | -0.1% |
| 3M | -21.6% | +52.4% | -74.0% | -22.5% |
| 6M | -4.7% | +107.4% | -112.1% | -6.8% |
| YTD | -19.1% | +54.7% | -73.8% | -20.7% |
| 1Y | -2.5% | +158.9% | -161.4% | -5.2% |
| All | +73.9% | -22.6% | +96.6% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling