+33.8%
IVZ vs REPL
-34.7%
+68.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +5.1% | +9.8% | -4.7% | +4.9% |
| 30D | -1.6% | +81.5% | -83.1% | -3.1% |
| 3M | -9.1% | +44.2% | -53.4% | -10.1% |
| 6M | +1.8% | +437.4% | -435.6% | -4.4% |
| YTD | +10.8% | +126.1% | -115.3% | +4.8% |
| 1Y | +19.1% | +143.1% | -124.0% | +12.3% |
| 3Y | +144.4% | +97.8% | +46.6% | +99.5% |
| All | +33.8% | -34.7% | +68.5% | +25.3% |
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 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