-97.9%
IRE vs REPL
+122.4%
-220.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.2% | -30.7% | -33.8% |
| 7D | -57.1% | +15.1% | -72.3% | -57.4% |
| 30D | -84.4% | +51.1% | -135.5% | -84.7% |
| 3M | -85.0% | +69.2% | -154.2% | -85.3% |
| 6M | -95.2% | +597.6% | -692.8% | -95.6% |
| YTD | -93.9% | +106.0% | -199.9% | -96.0% |
| 1Y | -98.8% | +133.3% | -232.2% | -99.2% |
| All | -97.9% | +122.4% | -220.4% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling