-52.9%
REPL vs IAG
+766.8%
-819.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -5.7% | +4.3% | -10.0% | -6.3% |
| 30D | +22.5% | +9.8% | +12.7% | +20.4% |
| 3M | +64.7% | +28.9% | +35.7% | +57.3% |
| 6M | +83.0% | -7.6% | +90.6% | +82.6% |
| YTD | +52.0% | +22.0% | +30.0% | +45.0% |
| 1Y | +144.5% | +99.5% | +45.0% | +119.1% |
| 3Y | -25.1% | +818.3% | -843.3% | -50.8% |
| 5Y | -52.9% | +785.9% | -838.8% | -68.6% |
| All | -52.9% | +766.8% | -819.7% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling