+84.4%
IWM vs REPL
+45.5%
+38.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.9% |
| 7D | +0.3% | +12.7% | -12.5% | -0.3% |
| 30D | +0.6% | +73.5% | -72.9% | -2.3% |
| 3M | -6.2% | +70.3% | -76.5% | -8.9% |
| 6M | -0.8% | +472.0% | -472.8% | -13.5% |
| YTD | +14.8% | +139.5% | -124.8% | +1.4% |
| 1Y | +16.1% | +167.3% | -151.1% | +1.7% |
| 3Y | +71.5% | +109.5% | -38.0% | +24.1% |
| 5Y | +25.8% | -29.9% | +55.7% | +1.3% |
| All | +84.4% | +45.5% | +38.9% | +16.8% |
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