+80.4%
IBM vs REPL
+48.4%
+32.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.8% | -1.0% |
| 7D | -5.0% | +22.8% | -27.7% | -5.2% |
| 30D | +11.1% | +63.8% | -52.7% | +10.3% |
| 3M | +5.7% | +68.1% | -62.4% | +4.9% |
| 6M | +10.1% | +528.5% | -518.4% | +6.6% |
| YTD | -15.6% | +122.4% | -138.0% | -17.7% |
| 1Y | -19.5% | +154.4% | -173.9% | -21.7% |
| 3Y | +80.4% | +68.0% | +12.4% | +70.8% |
| All | +80.4% | +48.4% | +32.0% | +70.8% |
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 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