+199.1%
IVV vs REPL
+35.1%
+164.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.0% | -7.7% | +0.1% |
| 7D | -2.7% | +22.8% | -25.5% | -3.4% |
| 30D | -5.4% | +63.8% | -69.2% | -7.1% |
| 3M | -4.1% | +68.1% | -72.2% | -6.0% |
| 6M | +0.7% | +528.5% | -527.8% | -8.7% |
| YTD | +8.7% | +122.4% | -113.7% | +0.3% |
| 1Y | +11.0% | +154.4% | -143.4% | +1.7% |
| 3Y | +75.4% | +68.0% | +7.4% | +43.9% |
| 5Y | +68.3% | -35.4% | +103.7% | +46.8% |
| All | +199.1% | +35.1% | +164.0% | +113.0% |
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