+24.3%
IGV vs REPL
-53.1%
+77.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -4.5% | -3.0% | -1.5% | -4.4% |
| 30D | +3.2% | +27.1% | -23.9% | +2.4% |
| 3M | +4.5% | +52.4% | -47.9% | +1.7% |
| 6M | +22.1% | +107.4% | -85.3% | +14.0% |
| YTD | -1.0% | +54.7% | -55.8% | -6.6% |
| 1Y | -2.1% | +158.9% | -161.0% | -11.4% |
| 3Y | +44.6% | -23.7% | +68.3% | +32.2% |
| All | +24.3% | -53.1% | +77.3% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling