+27.4%
IVZ vs REPL
-35.6%
+63.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.2% |
| 7D | -2.4% | +22.8% | -25.2% | -3.0% |
| 30D | -11.2% | +63.8% | -75.0% | -12.4% |
| 3M | -14.0% | +68.1% | -82.1% | -15.2% |
| 6M | +0.5% | +528.5% | -528.0% | -6.2% |
| YTD | +5.4% | +122.4% | -117.0% | -0.3% |
| 1Y | +19.5% | +154.4% | -134.9% | +12.4% |
| 3Y | +128.7% | +68.0% | +60.7% | +91.4% |
| All | +27.4% | -35.6% | +63.0% | +20.5% |
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