+130.7%
REPL vs IFF
+44.8%
+85.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | -0.2% |
| 7D | +28.8% | -3.3% | +32.1% | +28.5% |
| 30D | +57.3% | +5.3% | +52.0% | +57.0% |
| 3M | +73.6% | +8.9% | +64.7% | +72.8% |
| 6M | +582.8% | +26.3% | +556.5% | +549.8% |
| YTD | +112.9% | +32.2% | +80.7% | +108.3% |
| 1Y | +130.7% | +45.8% | +84.9% | +123.7% |
| All | +130.7% | +44.8% | +85.8% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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