+45.0%
REPL vs IBN
+359.1%
-314.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +9.8% | +5.7% | +4.1% | +7.9% |
| 30D | +81.5% | +20.5% | +61.0% | +70.6% |
| 3M | +44.2% | +15.2% | +29.0% | +37.5% |
| 6M | +437.4% | +34.5% | +402.9% | +383.0% |
| YTD | +126.1% | +16.4% | +109.8% | +110.7% |
| 1Y | +143.1% | +13.5% | +129.6% | +128.7% |
| 3Y | +97.8% | +55.4% | +42.4% | +56.9% |
| 5Y | -34.3% | +73.1% | -107.3% | -50.9% |
| All | +45.0% | +359.1% | -314.2% | -19.4% |
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