+55.6%
IOT vs REPL
-51.8%
+107.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.8% | -0.1% |
| 7D | -0.8% | -13.4% | +12.6% | 0.0% |
| 30D | -4.7% | -3.0% | -1.7% | -4.7% |
| 3M | +17.8% | +56.3% | -38.5% | +11.3% |
| 6M | +16.8% | +60.9% | -44.0% | +4.7% |
| YTD | +8.4% | +36.2% | -27.8% | -2.0% |
| 1Y | -0.8% | +121.0% | -121.8% | -16.3% |
| 3Y | +25.7% | -32.8% | +58.6% | +7.3% |
| All | +55.6% | -51.8% | +107.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling