+19.5%
IVZ vs REPL
+152.6%
-133.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | -2.4% | +22.8% | -25.2% | -2.6% |
| 30D | -11.2% | +63.8% | -75.0% | -11.5% |
| 3M | -14.0% | +68.1% | -82.1% | -14.2% |
| 6M | +0.5% | +528.5% | -528.0% | +1.0% |
| YTD | +5.4% | +122.4% | -117.0% | +1.6% |
| 1Y | +19.5% | +154.4% | -134.9% | +9.0% |
| All | +19.5% | +152.6% | -133.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling