+88.3%
REPL vs IAG
+708.6%
-620.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.2% | +0.8% | +7.0% |
| 7D | +22.8% | +21.4% | +1.3% | +19.4% |
| 30D | +63.8% | +4.0% | +59.7% | +62.6% |
| 3M | +68.1% | +17.0% | +51.1% | +63.0% |
| 6M | +528.5% | +1.4% | +527.1% | +522.4% |
| YTD | +122.4% | +13.8% | +108.7% | +114.7% |
| 1Y | +154.4% | +55.8% | +98.5% | +136.1% |
| All | +88.3% | +708.6% | -620.3% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling