+46.8%
REPL vs IAG
+235.1%
-188.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +2.1% |
| 7D | +14.2% | +24.0% | -9.8% | +10.7% |
| 30D | +65.9% | +5.5% | +60.3% | +64.3% |
| 3M | +84.6% | +8.3% | +76.3% | +81.5% |
| 6M | +446.9% | +6.1% | +440.8% | +436.7% |
| YTD | +129.0% | +20.3% | +108.7% | +118.8% |
| 1Y | +167.9% | +56.5% | +111.4% | +146.6% |
| 3Y | +93.9% | +762.6% | -668.7% | +32.2% |
| 5Y | -33.0% | +546.3% | -579.2% | -54.3% |
| All | +46.8% | +235.1% | -188.3% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling