-97.8%
IRE vs REPL
+175.2%
-273.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +4.6% | -20.4% | -16.1% |
| 7D | -41.9% | +12.7% | -54.6% | -42.2% |
| 30D | -75.1% | +73.5% | -148.5% | -75.8% |
| 3M | -82.4% | +70.3% | -152.7% | -82.9% |
| 6M | -95.5% | +472.0% | -567.5% | -96.0% |
| YTD | -93.1% | +139.5% | -232.6% | -95.7% |
| 1Y | -97.8% | +167.3% | -265.1% | -98.6% |
| All | -97.8% | +175.2% | -273.0% | -98.6% |
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