-1.1%
IP vs REPL
+124.9%
-126.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -4.0% |
| 7D | -5.0% | +15.1% | -20.1% | -4.6% |
| 30D | +6.5% | +51.1% | -44.6% | +8.0% |
| 3M | -18.0% | +69.2% | -87.3% | -16.5% |
| 6M | +10.3% | +597.6% | -587.2% | +20.7% |
| YTD | -9.9% | +106.0% | -115.8% | -8.8% |
| 1Y | -1.1% | +133.3% | -134.4% | -1.2% |
| All | -1.1% | +124.9% | -126.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling