-83.7%
IRE vs REPL
+67.1%
-150.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.6% | +15.6% | +14.0% |
| 7D | +54.8% | -3.0% | +57.7% | +54.9% |
| 30D | +18.4% | +27.1% | -8.7% | +17.7% |
| 3M | -66.7% | +52.4% | -119.1% | -66.7% |
| 6M | -52.3% | +107.4% | -159.8% | -61.1% |
| YTD | -52.3% | +54.7% | -107.0% | -68.1% |
| All | -83.7% | +67.1% | -150.8% | -87.3% |
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 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