+161.1%
IGV vs REPL
+39.1%
+122.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.5% |
| 7D | -0.4% | +14.2% | -14.6% | -1.1% |
| 30D | -9.9% | +65.9% | -75.8% | -12.3% |
| 3M | -1.2% | +84.6% | -85.8% | -4.4% |
| 6M | +11.3% | +446.9% | -435.6% | -2.2% |
| YTD | -4.0% | +129.0% | -133.0% | -14.5% |
| 1Y | -7.3% | +167.9% | -175.2% | -18.4% |
| 3Y | +42.8% | +93.9% | -51.1% | +6.2% |
| 5Y | +13.7% | -33.0% | +46.6% | -6.8% |
| All | +161.1% | +39.1% | +122.0% | +66.8% |
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 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