-97.7%
IRE vs REPL
+125.1%
-222.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.2% | -23.4% | -23.2% |
| 7D | -46.8% | +28.8% | -75.7% | -47.5% |
| 30D | -75.5% | +57.3% | -132.8% | -76.0% |
| 3M | -79.4% | +73.6% | -153.0% | -79.9% |
| 6M | -91.3% | +582.8% | -674.1% | -92.1% |
| YTD | -90.8% | +112.9% | -203.7% | -94.6% |
| 1Y | -97.7% | +130.7% | -228.4% | -98.5% |
| All | -97.7% | +125.1% | -222.9% | -98.5% |
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