+167.3%
REPL vs IAG
+42.2%
+125.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.7% | +11.2% | +5.8% |
| 7D | +12.7% | +16.8% | -4.1% | +9.2% |
| 30D | +73.5% | -1.5% | +75.0% | +73.2% |
| 3M | +70.3% | +0.5% | +69.8% | +68.8% |
| 6M | +472.0% | -1.0% | +473.0% | +470.9% |
| YTD | +139.5% | +12.3% | +127.2% | +125.2% |
| 1Y | +167.3% | +39.2% | +128.0% | +142.1% |
| All | +167.3% | +42.2% | +125.0% | +142.1% |
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