+153.4%
IWD vs REPL
+45.5%
+107.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.1% |
| 7D | +1.6% | +12.7% | -11.2% | +1.2% |
| 30D | +3.6% | +73.5% | -69.9% | +1.8% |
| 3M | +2.0% | +70.3% | -68.3% | +0.2% |
| 6M | +13.1% | +472.0% | -458.9% | +4.0% |
| YTD | +26.2% | +139.5% | -113.3% | +17.1% |
| 1Y | +29.6% | +167.3% | -137.7% | +19.6% |
| 3Y | +84.3% | +109.5% | -25.2% | +51.3% |
| 5Y | +73.4% | -29.9% | +103.4% | +52.5% |
| All | +153.4% | +45.5% | +107.9% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling