+68.0%
REPL vs IBN
+51.2%
+16.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.2% | +3.8% | +9.4% |
| 7D | +22.8% | +15.1% | +7.7% | +28.7% |
| 30D | +63.8% | +21.6% | +42.1% | +75.3% |
| 3M | +68.1% | +11.2% | +56.9% | +73.9% |
| 6M | +528.5% | +27.8% | +500.7% | +583.1% |
| YTD | +122.4% | +14.7% | +107.8% | +138.1% |
| 1Y | +154.4% | +14.4% | +139.9% | +172.1% |
| 3Y | +68.0% | +52.1% | +15.9% | +49.4% |
| All | +68.0% | +51.2% | +16.7% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling