+115.0%
REPL vs IFF
+33.4%
+81.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | -14.1% | -3.2% | -10.9% | -13.8% |
| 30D | -15.2% | -0.3% | -14.9% | -15.1% |
| 3M | +49.9% | +8.4% | +41.4% | +46.7% |
| 6M | +63.5% | +23.0% | +40.5% | +52.4% |
| YTD | +32.9% | +25.5% | +7.5% | +20.6% |
| 1Y | +115.0% | +29.1% | +85.9% | +91.0% |
| All | +115.0% | +33.4% | +81.6% | +91.0% |
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