+158.9%
REPL vs IAG
+119.5%
+39.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -3.0% | -0.5% | -2.4% | -3.0% |
| 30D | +27.1% | +28.9% | -1.8% | +17.4% |
| 3M | +52.4% | +19.1% | +33.2% | +44.4% |
| 6M | +107.4% | -10.3% | +117.7% | +111.7% |
| YTD | +54.7% | +24.2% | +30.5% | +36.3% |
| 1Y | +158.9% | +116.5% | +42.4% | +60.7% |
| All | +158.9% | +119.5% | +39.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling