+148.3%
REPL vs IAG
+102.4%
+45.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.7% |
| 7D | -9.6% | +1.7% | -11.3% | -10.0% |
| 30D | +5.7% | +11.4% | -5.7% | +2.4% |
| 3M | +56.4% | +33.0% | +23.4% | +42.6% |
| 6M | +67.4% | -6.0% | +73.4% | +68.0% |
| YTD | +48.7% | +24.6% | +24.1% | +31.7% |
| 1Y | +148.3% | +105.0% | +43.3% | +81.8% |
| All | +148.3% | +102.4% | +45.9% | +81.8% |
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