-95.2%
IRE vs REPL
+562.9%
-658.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.2% | -30.7% | -33.7% |
| 7D | -57.1% | +15.1% | -72.3% | -57.5% |
| 30D | -84.4% | +51.1% | -135.5% | -84.9% |
| 3M | -85.0% | +69.2% | -154.2% | -85.5% |
| 6M | -95.2% | +597.6% | -692.8% | -95.7% |
| All | -95.2% | +562.9% | -658.2% | -95.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling