-97.4%
IRE vs REPL
+163.1%
-260.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.4% | -2.7% |
| 7D | -15.5% | +14.2% | -29.7% | -15.9% |
| 30D | -70.4% | +65.9% | -136.3% | -71.1% |
| 3M | -81.6% | +84.6% | -166.2% | -82.1% |
| 6M | -94.7% | +446.9% | -541.6% | -95.2% |
| YTD | -91.8% | +129.0% | -220.8% | -94.9% |
| All | -97.4% | +163.1% | -260.5% | -98.3% |
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