0.0%
IP vs REPL
+35.1%
-35.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.1% | +0.6% |
| 7D | -5.1% | +22.8% | -27.8% | -5.6% |
| 30D | +8.5% | +63.8% | -55.3% | +7.0% |
| 3M | -13.8% | +68.1% | -82.0% | -15.2% |
| 6M | +5.7% | +528.5% | -522.7% | -3.2% |
| YTD | -9.1% | +122.4% | -131.5% | -15.3% |
| 1Y | -0.8% | +154.4% | -155.2% | -8.3% |
| 3Y | +14.8% | +68.0% | -53.2% | -6.2% |
| 5Y | -11.5% | -35.4% | +23.8% | -22.5% |
| All | 0.0% | +35.1% | -35.1% | -31.6% |
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