+173.3%
IRM vs REPL
-35.6%
+208.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.8% |
| 7D | -8.6% | +22.8% | -31.4% | -9.0% |
| 30D | -8.0% | +63.8% | -71.8% | -8.9% |
| 3M | -12.0% | +68.1% | -80.1% | -13.0% |
| 6M | -18.2% | +528.5% | -546.6% | -22.6% |
| YTD | +31.4% | +122.4% | -91.1% | +25.7% |
| 1Y | +9.2% | +154.4% | -145.2% | +4.0% |
| 3Y | +94.6% | +68.0% | +26.6% | +70.1% |
| All | +173.3% | -35.6% | +208.9% | +146.9% |
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