-16.1%
IP vs REPL
-54.3%
+38.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.2% |
| 7D | -5.3% | -3.0% | -2.3% | -5.3% |
| 30D | -10.9% | +27.1% | -38.0% | -11.0% |
| 3M | +11.2% | +52.4% | -41.2% | +11.1% |
| 6M | -10.2% | +107.4% | -117.7% | -11.9% |
| YTD | -2.0% | +54.7% | -56.7% | -3.2% |
| 1Y | -19.1% | +158.9% | -178.0% | -22.4% |
| 3Y | +20.9% | -23.7% | +44.6% | +14.9% |
| All | -16.1% | -54.3% | +38.2% | -21.3% |
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