-4.7%
REPL vs IBN
+287.4%
-292.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.6% |
| 7D | -9.6% | -5.1% | -4.5% | -8.0% |
| 30D | +5.7% | -3.5% | +9.2% | +7.0% |
| 3M | +56.4% | +11.3% | +45.1% | +49.9% |
| 6M | +67.4% | +4.4% | +63.0% | +62.0% |
| YTD | +48.7% | -1.8% | +50.5% | +46.7% |
| 1Y | +148.3% | -8.0% | +156.3% | +148.1% |
| 3Y | -26.7% | +27.1% | -53.8% | -37.6% |
| 5Y | -54.1% | +54.5% | -108.6% | -64.7% |
| All | -4.7% | +287.4% | -292.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling