+75.1%
ITOT vs REPL
-59.3%
+134.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.9% |
| 7D | -0.9% | -14.1% | +13.2% | -0.6% |
| 30D | -1.5% | -15.2% | +13.8% | -1.2% |
| 3M | +3.6% | +49.9% | -46.3% | +1.8% |
| 6M | +13.7% | +63.5% | -49.8% | +9.3% |
| YTD | +12.9% | +32.9% | -20.0% | +9.0% |
| 1Y | +17.2% | +115.0% | -97.8% | +10.1% |
| 3Y | +75.6% | -34.7% | +110.3% | +65.5% |
| All | +75.1% | -59.3% | +134.4% | +65.7% |
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 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