+24.3%
IT vs REPL
-7.7%
+32.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -7.4% |
| 7D | -9.1% | -5.7% | -3.4% | -9.0% |
| 30D | -7.0% | +22.5% | -29.5% | -7.4% |
| 3M | +7.6% | +64.7% | -57.0% | +5.7% |
| 6M | +2.1% | +83.0% | -80.9% | -2.1% |
| YTD | -31.6% | +52.0% | -83.5% | -34.0% |
| 1Y | -29.9% | +144.5% | -174.5% | -35.2% |
| 3Y | -51.3% | -25.1% | -26.2% | -56.5% |
| 5Y | -44.8% | -52.9% | +8.1% | -50.2% |
| All | +24.3% | -7.7% | +32.0% | -9.7% |
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 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