+108.9%
IJH vs REPL
+36.8%
+72.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.3% | +1.2% | +1.0% | +2.2% |
| 30D | +2.1% | +92.2% | -90.1% | -0.7% |
| 3M | -5.7% | +44.1% | -49.8% | -7.3% |
| 6M | +1.4% | +313.0% | -311.6% | -7.7% |
| YTD | +12.6% | +125.2% | -112.6% | +2.1% |
| 1Y | +16.1% | +143.8% | -127.6% | +4.7% |
| 3Y | +57.8% | +104.2% | -46.4% | +20.4% |
| 5Y | +36.8% | -34.5% | +71.3% | +15.1% |
| All | +108.9% | +36.8% | +72.1% | +39.8% |
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 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