+130.7%
REPL vs IAG
+56.5%
+74.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.2% | -10.0% | -1.5% |
| 7D | +28.8% | +1.1% | +27.7% | +28.3% |
| 30D | +57.3% | -5.3% | +62.6% | +58.4% |
| 3M | +73.6% | +18.0% | +55.5% | +65.7% |
| 6M | +582.8% | +7.1% | +575.7% | +567.8% |
| YTD | +112.9% | +5.9% | +106.9% | +105.9% |
| 1Y | +130.7% | +59.4% | +71.3% | +120.3% |
| All | +130.7% | +56.5% | +74.1% | +120.3% |
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