+82.4%
IWM vs REPL
+36.8%
+45.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | +2.3% | +92.2% | -89.9% | -1.1% |
| 3M | -8.3% | +44.1% | -52.4% | -10.2% |
| 6M | -1.3% | +313.0% | -314.3% | -12.1% |
| YTD | +13.5% | +125.2% | -111.7% | +0.6% |
| 1Y | +18.4% | +143.8% | -125.4% | +4.2% |
| 3Y | +69.6% | +104.2% | -34.6% | +22.4% |
| 5Y | +23.3% | -34.5% | +57.8% | -0.3% |
| All | +82.4% | +36.8% | +45.6% | +15.9% |
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