-98.0%
IRE vs REPL
+143.2%
-241.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.4% | -14.0% | -14.4% |
| 7D | -31.8% | +1.2% | -33.1% | -32.0% |
| 30D | -71.8% | +92.2% | -163.9% | -72.5% |
| 3M | -88.9% | +44.1% | -133.0% | -89.1% |
| 6M | -95.4% | +313.0% | -408.4% | -95.6% |
| YTD | -94.2% | +125.2% | -219.4% | -96.2% |
| 1Y | -97.1% | +143.8% | -240.9% | -98.0% |
| All | -98.0% | +143.2% | -241.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling