+169.1%
IGV vs REPL
-6.0%
+175.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -4.5% | -3.0% | -1.5% | -4.4% |
| 30D | +3.2% | +27.1% | -23.9% | +1.9% |
| 3M | +4.5% | +52.4% | -47.9% | 0.0% |
| 6M | +22.1% | +107.4% | -85.3% | +9.2% |
| YTD | -1.0% | +54.7% | -55.8% | -10.0% |
| 1Y | -2.1% | +158.9% | -161.0% | -16.7% |
| 3Y | +44.6% | -23.7% | +68.3% | +17.9% |
| 5Y | +22.2% | -54.3% | +76.5% | +2.1% |
| All | +169.1% | -6.0% | +175.1% | +75.6% |
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