+149.5%
IBM vs REPL
+37.4%
+112.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -0.3% | +9.8% | -10.1% | -0.6% |
| 30D | +6.8% | +81.5% | -74.8% | +4.7% |
| 3M | +4.4% | +44.2% | -39.8% | +3.0% |
| 6M | +13.2% | +437.4% | -424.2% | +4.3% |
| YTD | -15.1% | +126.1% | -141.3% | -21.0% |
| 1Y | -20.2% | +143.1% | -163.3% | -25.9% |
| 3Y | +79.3% | +97.8% | -18.5% | +50.7% |
| 5Y | +147.5% | -34.3% | +181.7% | +121.3% |
| All | +149.5% | +37.4% | +112.1% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling