-0.8%
IP vs REPL
+25.1%
-25.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.9% |
| 7D | -5.0% | +15.1% | -20.1% | -5.3% |
| 30D | +6.5% | +51.1% | -44.6% | +5.3% |
| 3M | -18.0% | +69.2% | -87.3% | -19.3% |
| 6M | +10.3% | +597.6% | -587.2% | +0.4% |
| YTD | -9.9% | +106.0% | -115.8% | -15.9% |
| 1Y | -1.1% | +133.3% | -134.4% | -8.3% |
| 3Y | +13.0% | +41.0% | -28.0% | -6.5% |
| 5Y | -12.3% | -40.1% | +27.9% | -23.0% |
| All | -0.8% | +25.1% | -25.9% | -32.0% |
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