+46.8%
REPL vs IBN
+359.9%
-313.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.4% |
| 7D | +14.2% | +14.6% | -0.4% | +9.2% |
| 30D | +65.9% | +23.5% | +42.4% | +54.5% |
| 3M | +84.6% | +14.0% | +70.6% | +76.6% |
| 6M | +446.9% | +31.1% | +415.8% | +395.8% |
| YTD | +129.0% | +16.6% | +112.4% | +113.2% |
| 1Y | +167.9% | +14.9% | +153.0% | +150.9% |
| 3Y | +93.9% | +56.9% | +37.0% | +53.1% |
| 5Y | -33.0% | +69.7% | -102.6% | -49.5% |
| All | +46.8% | +359.9% | -313.1% | -18.4% |
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