-7.6%
IGV vs REPL
+142.3%
-150.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +2.5% | +9.8% | -7.3% | +2.3% |
| 30D | -8.6% | +81.5% | -90.1% | -9.4% |
| 3M | -1.6% | +44.2% | -45.8% | -2.2% |
| 6M | +13.4% | +437.4% | -424.0% | +9.5% |
| YTD | -4.0% | +126.1% | -130.1% | -1.2% |
| 1Y | -7.6% | +143.1% | -150.8% | -5.8% |
| All | -7.6% | +142.3% | -150.0% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling