+93.1%
IWM vs REPL
-7.7%
+100.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +1.4% | -5.7% | +7.2% | +1.7% |
| 30D | -2.3% | +22.5% | -24.8% | -3.4% |
| 3M | +4.0% | +64.7% | -60.7% | -0.9% |
| 6M | +17.9% | +83.0% | -65.1% | +5.8% |
| YTD | +20.2% | +52.0% | -31.7% | +8.8% |
| 1Y | +25.0% | +144.5% | -119.6% | +5.4% |
| 3Y | +66.0% | -25.1% | +91.0% | +32.8% |
| 5Y | +40.0% | -52.9% | +92.9% | +14.7% |
| All | +93.1% | -7.7% | +100.8% | +25.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling