+28.8%
IVZ vs REPL
-40.1%
+68.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.2% | -4.8% | -7.9% |
| 7D | -6.7% | +15.1% | -21.8% | -7.0% |
| 30D | -10.9% | +51.1% | -62.0% | -11.9% |
| 3M | -14.8% | +69.2% | -84.1% | -16.1% |
| 6M | +2.4% | +597.6% | -595.2% | -4.7% |
| YTD | +5.4% | +106.0% | -100.5% | -0.1% |
| 1Y | +19.6% | +133.3% | -113.8% | +12.7% |
| 3Y | +122.4% | +41.0% | +81.5% | +90.0% |
| 5Y | +28.8% | -40.1% | +68.9% | +21.5% |
| All | +28.8% | -40.1% | +68.8% | +21.5% |
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