-2.6%
REPL vs IFF
-19.0%
+16.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | -5.7% | -0.2% | -5.6% | -5.7% |
| 30D | +22.5% | -0.3% | +22.8% | +22.4% |
| 3M | +64.7% | +18.6% | +46.1% | +50.8% |
| 6M | +83.0% | +17.4% | +65.7% | +68.2% |
| YTD | +52.0% | +28.5% | +23.5% | +33.4% |
| 1Y | +144.5% | +32.5% | +112.0% | +111.0% |
| 3Y | -25.1% | +34.1% | -59.1% | -39.8% |
| 5Y | -52.9% | -35.2% | -17.7% | -46.3% |
| All | -2.6% | -19.0% | +16.5% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling