+111.8%
IRM vs REPL
+97.7%
+14.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.8% | +1.2% | +5.5% | +6.8% |
| 30D | +2.6% | +92.2% | -89.6% | +2.0% |
| 3M | -9.5% | +44.1% | -53.6% | -9.8% |
| 6M | -8.5% | +313.0% | -321.5% | -10.3% |
| YTD | +40.3% | +125.2% | -84.9% | +37.7% |
| 1Y | +28.7% | +143.8% | -115.1% | +26.1% |
| 3Y | +111.8% | +104.2% | +7.6% | +95.0% |
| All | +111.8% | +97.7% | +14.1% | +95.0% |
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