+163.1%
IGV vs REPL
+36.1%
+127.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.2% |
| 7D | -1.3% | +5.3% | -6.6% | -1.6% |
| 30D | -8.1% | +66.6% | -74.8% | -10.6% |
| 3M | -1.6% | +59.6% | -61.2% | -4.2% |
| 6M | +12.7% | +482.4% | -469.6% | -1.4% |
| YTD | -3.3% | +124.1% | -127.3% | -13.8% |
| 1Y | -7.9% | +138.6% | -146.5% | -18.3% |
| 3Y | +40.3% | +96.0% | -55.7% | +4.0% |
| 5Y | +17.3% | -35.4% | +52.7% | -3.5% |
| All | +163.1% | +36.1% | +127.0% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling