+153.4%
IWD vs REPL
+39.1%
+114.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.9% |
| 7D | +1.3% | +14.2% | -13.0% | +0.8% |
| 30D | +3.6% | +65.9% | -62.3% | +1.9% |
| 3M | +2.3% | +84.6% | -82.2% | +0.2% |
| 6M | +13.0% | +446.9% | -433.9% | +4.1% |
| YTD | +26.2% | +129.0% | -102.8% | +17.2% |
| 1Y | +30.5% | +167.9% | -137.4% | +20.3% |
| 3Y | +86.2% | +93.9% | -7.7% | +53.5% |
| 5Y | +72.9% | -33.0% | +105.9% | +52.2% |
| All | +153.4% | +39.1% | +114.3% | +84.5% |
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 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