+35.5%
IBB vs RACE
+65.1%
-29.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.3% |
| 7D | -3.6% | +5.7% | -9.3% | -5.2% |
| 30D | +3.4% | +9.3% | -5.9% | +0.6% |
| 3M | +9.5% | +3.8% | +5.7% | +8.1% |
| 6M | +23.3% | +29.8% | -6.5% | +12.9% |
| YTD | +24.5% | +15.6% | +8.9% | +17.6% |
| 1Y | +32.9% | +5.1% | +27.8% | +29.5% |
| 3Y | +76.6% | +30.8% | +45.8% | +48.1% |
| 5Y | +35.5% | +67.4% | -31.9% | -5.7% |
| All | +35.5% | +65.1% | -29.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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