+75.5%
IOT vs REPL
+97.7%
-22.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +1.4% | +92.2% | -90.8% | -0.3% |
| 3M | +0.5% | +44.1% | -43.6% | -0.5% |
| 6M | +50.3% | +313.0% | -262.7% | +41.6% |
| YTD | +16.7% | +125.2% | -108.5% | +10.3% |
| 1Y | +6.8% | +143.8% | -136.9% | +0.8% |
| 3Y | +75.5% | +104.2% | -28.7% | +56.3% |
| All | +75.5% | +97.7% | -22.3% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling