-58.7%
REPL vs IFF
-36.2%
-22.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.3% |
| 7D | -13.4% | -2.8% | -10.6% | -12.7% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +56.3% | +13.8% | +42.5% | +48.4% |
| 6M | +60.9% | +16.7% | +44.2% | +51.5% |
| YTD | +36.2% | +26.1% | +10.1% | +24.5% |
| 1Y | +121.0% | +33.5% | +87.5% | +97.8% |
| 3Y | -32.8% | +31.6% | -64.4% | -43.7% |
| 5Y | -58.7% | -34.9% | -23.8% | -54.7% |
| All | -58.7% | -36.2% | -22.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling