+44.0%
IGV vs REPL
-25.2%
+69.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -4.5% | -3.0% | -1.5% | -4.5% |
| 30D | +3.2% | +27.1% | -23.9% | +2.9% |
| 3M | +4.5% | +52.4% | -47.9% | +3.3% |
| 6M | +22.1% | +107.4% | -85.3% | +19.1% |
| YTD | -1.0% | +54.7% | -55.8% | -3.2% |
| 1Y | -2.1% | +158.9% | -161.0% | -5.3% |
| All | +44.0% | -25.2% | +69.3% | +35.4% |
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 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