+79.8%
IWM vs REPL
+35.1%
+44.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.6% |
| 7D | -2.0% | +22.8% | -24.8% | -3.0% |
| 30D | -1.5% | +63.8% | -65.2% | -4.0% |
| 3M | -8.0% | +68.1% | -76.1% | -10.6% |
| 6M | -4.1% | +528.5% | -532.6% | -17.1% |
| YTD | +11.9% | +122.4% | -110.5% | -0.8% |
| 1Y | +15.0% | +154.4% | -139.3% | +0.9% |
| 3Y | +64.2% | +68.0% | -3.8% | +21.4% |
| 5Y | +20.4% | -35.4% | +55.8% | -2.6% |
| All | +79.8% | +35.1% | +44.7% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling