+143.1%
REPL vs IBN
+13.1%
+130.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.6% |
| 7D | +9.8% | +5.7% | +4.1% | +11.7% |
| 30D | +81.5% | +20.5% | +61.0% | +94.3% |
| 3M | +44.2% | +15.2% | +29.0% | +51.4% |
| 6M | +437.4% | +34.5% | +402.9% | +492.3% |
| YTD | +126.1% | +16.4% | +109.8% | +154.1% |
| 1Y | +143.1% | +13.5% | +129.6% | +179.2% |
| All | +143.1% | +13.1% | +130.1% | +179.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling