-33.1%
REPL vs IFF
+29.7%
-62.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.3% |
| 7D | -13.4% | -2.8% | -10.6% | -13.2% |
| 30D | -3.0% | -1.1% | -1.9% | -2.9% |
| 3M | +56.3% | +13.8% | +42.5% | +52.8% |
| 6M | +60.9% | +16.7% | +44.2% | +56.2% |
| YTD | +36.2% | +26.1% | +10.1% | +30.9% |
| 1Y | +121.0% | +33.5% | +87.5% | +110.6% |
| All | -33.1% | +29.7% | -62.8% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling