+3.3%
IP vs REPL
+29.3%
-26.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +3.4% | +28.8% | -25.4% | +2.7% |
| 30D | +11.2% | +57.3% | -46.1% | +9.8% |
| 3M | -14.8% | +73.6% | -88.4% | -16.2% |
| 6M | +17.3% | +582.8% | -565.6% | +6.8% |
| YTD | -6.2% | +112.9% | -119.0% | -12.5% |
| 1Y | +2.3% | +130.7% | -128.3% | -5.0% |
| 3Y | +17.7% | +45.7% | -28.0% | -2.7% |
| 5Y | -8.4% | -37.9% | +29.5% | -19.8% |
| All | +3.3% | +29.3% | -26.0% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling