-34.9%
REPL vs IAG
+505.2%
-540.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.2% | +0.8% | +6.9% |
| 7D | +22.8% | +21.4% | +1.3% | +19.2% |
| 30D | +63.8% | +4.0% | +59.7% | +62.6% |
| 3M | +68.1% | +17.0% | +51.1% | +62.7% |
| 6M | +528.5% | +1.4% | +527.1% | +520.9% |
| YTD | +122.4% | +13.8% | +108.7% | +113.8% |
| 1Y | +154.4% | +55.8% | +98.5% | +133.4% |
| 3Y | +68.0% | +647.4% | -579.4% | +12.1% |
| All | -34.9% | +505.2% | -540.1% | -56.2% |
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 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