+36.1%
IT vs REPL
+45.5%
-9.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.2% |
| 7D | -7.5% | +12.7% | -20.2% | -7.7% |
| 30D | -1.2% | +73.5% | -74.6% | -2.2% |
| 3M | -2.2% | +70.3% | -72.5% | -3.2% |
| 6M | +19.1% | +472.0% | -452.9% | +12.5% |
| YTD | -25.1% | +139.5% | -164.6% | -28.4% |
| 1Y | -17.4% | +167.3% | -184.7% | -21.4% |
| 3Y | -54.1% | +109.5% | -163.6% | -61.8% |
| 5Y | -42.7% | -29.9% | -12.7% | -48.4% |
| All | +36.1% | +45.5% | -9.4% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling