+206.8%
IVV vs REPL
+36.8%
+170.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.6% | +1.2% | +1.3% | +2.5% |
| 30D | -2.0% | +92.2% | -94.2% | -4.2% |
| 3M | -2.8% | +44.1% | -46.9% | -4.2% |
| 6M | +2.2% | +313.0% | -310.9% | -5.5% |
| YTD | +11.5% | +125.2% | -113.7% | +2.8% |
| 1Y | +13.5% | +143.8% | -130.3% | +4.2% |
| 3Y | +78.1% | +104.2% | -26.1% | +43.6% |
| 5Y | +73.1% | -34.5% | +107.7% | +50.9% |
| All | +206.8% | +36.8% | +170.0% | +118.3% |
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