-97.1%
IRE vs REPL
+140.2%
-237.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +8.0% | +31.6% | +39.2% |
| 7D | -27.2% | +22.8% | -49.9% | -27.7% |
| 30D | -75.1% | +63.8% | -138.9% | -75.6% |
| 3M | -77.9% | +68.1% | -146.0% | -78.3% |
| 6M | -94.6% | +528.5% | -623.1% | -95.0% |
| YTD | -91.5% | +122.4% | -214.0% | -94.5% |
| 1Y | -97.8% | +154.4% | -252.2% | -98.4% |
| All | -97.1% | +140.2% | -237.3% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling