-0.8%
REPL vs IAG
+245.9%
-246.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -3.0% | -0.5% | -2.4% | -3.0% |
| 30D | +27.1% | +28.9% | -1.8% | +21.9% |
| 3M | +52.4% | +19.1% | +33.2% | +47.5% |
| 6M | +107.4% | -10.3% | +117.7% | +107.8% |
| YTD | +54.7% | +24.2% | +30.5% | +47.5% |
| 1Y | +158.9% | +116.5% | +42.4% | +129.5% |
| 3Y | -23.7% | +742.8% | -766.5% | -47.8% |
| 5Y | -54.3% | +753.3% | -807.7% | -70.0% |
| All | -0.8% | +245.9% | -246.7% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling