+13.8%
IP vs REPL
+37.4%
-23.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -4.0% |
| 7D | -5.0% | +15.1% | -20.1% | -4.9% |
| 30D | +6.5% | +51.1% | -44.6% | +6.7% |
| 3M | -18.0% | +69.2% | -87.3% | -17.9% |
| 6M | +10.3% | +597.6% | -587.2% | +10.2% |
| YTD | -9.9% | +106.0% | -115.8% | -9.3% |
| 1Y | -1.1% | +133.3% | -134.4% | -0.6% |
| All | +13.8% | +37.4% | -23.6% | +9.8% |
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