+23.8%
IWM vs REPL
-35.0%
+58.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +1.4% |
| 30D | +2.3% | +92.2% | -89.9% | +0.3% |
| 3M | -8.3% | +44.1% | -52.4% | -9.4% |
| 6M | -1.3% | +313.0% | -314.3% | -7.5% |
| YTD | +13.5% | +125.2% | -111.7% | +6.2% |
| 1Y | +18.4% | +143.8% | -125.4% | +10.3% |
| 3Y | +69.6% | +104.2% | -34.6% | +35.4% |
| All | +23.8% | -35.0% | +58.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling