+42.6%
REPL vs IBN
+352.5%
-309.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.2% | +3.8% | +6.6% |
| 7D | +22.8% | +15.1% | +7.7% | +17.2% |
| 30D | +63.8% | +21.6% | +42.1% | +53.3% |
| 3M | +68.1% | +11.2% | +56.9% | +62.2% |
| 6M | +528.5% | +27.8% | +500.7% | +474.4% |
| YTD | +122.4% | +14.7% | +107.8% | +108.2% |
| 1Y | +154.4% | +14.4% | +139.9% | +138.4% |
| 3Y | +68.0% | +52.1% | +15.9% | +34.3% |
| 5Y | -35.4% | +70.7% | -106.1% | -51.5% |
| All | +42.6% | +352.5% | -309.8% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling