+55.4%
IOT vs REPL
-52.9%
+108.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | 0.0% |
| 7D | -4.5% | -14.1% | +9.6% | -3.8% |
| 30D | -2.4% | -15.2% | +12.8% | -1.7% |
| 3M | +19.0% | +49.9% | -30.9% | +12.7% |
| 6M | +19.6% | +63.5% | -43.9% | +7.0% |
| YTD | +8.3% | +32.9% | -24.7% | -2.0% |
| 1Y | -0.8% | +115.0% | -115.8% | -16.1% |
| 3Y | +24.4% | -34.7% | +59.1% | +6.5% |
| All | +55.4% | -52.9% | +108.3% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling