+198.1%
IVV vs REPL
+25.1%
+173.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.3% |
| 7D | -4.8% | +15.1% | -19.9% | -5.2% |
| 30D | -5.9% | +51.1% | -57.0% | -7.3% |
| 3M | -4.5% | +69.2% | -73.8% | -6.4% |
| 6M | +1.8% | +597.6% | -595.7% | -8.2% |
| YTD | +8.4% | +106.0% | -97.6% | +0.2% |
| 1Y | +9.4% | +133.3% | -123.9% | +0.5% |
| 3Y | +75.3% | +41.0% | +34.3% | +45.5% |
| 5Y | +67.8% | -40.1% | +107.9% | +46.7% |
| All | +198.1% | +25.1% | +173.0% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling