+162.1%
IGV vs REPL
-9.7%
+171.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.5% | -9.6% | +8.0% | -1.1% |
| 30D | -3.0% | +5.7% | -8.7% | -3.4% |
| 3M | +9.6% | +56.4% | -46.8% | +4.6% |
| 6M | +16.1% | +67.4% | -51.3% | +5.4% |
| YTD | -3.6% | +48.7% | -52.3% | -12.2% |
| 1Y | -7.8% | +148.3% | -156.1% | -21.4% |
| 3Y | +40.0% | -26.7% | +66.7% | +14.4% |
| 5Y | +21.2% | -54.1% | +75.4% | +1.0% |
| All | +162.1% | -9.7% | +171.7% | +71.4% |
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